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Brownian earthworm

descriptionPublicationkeyboard_double_arrow_right Article , Preprint , Other literature type 01 Nov 2013Embargo end date: 01 Jan 2010Publisher:Institute of Mathematical StatisticsJournal:The Annals of Probability, volume 41 (issn: 0091-1798,

Authors: Burdzy, Krzysztof; Chen, Zhen-Qing; Pal, Soumik;

doi: 10.1214/12-aop831 , 10.48550/arxiv.1011.5442

arXiv: http://arxiv.org/abs/1011.5442

Brownian earthworm

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Abstract

We prove that the distance between two reflected Brownian motions, driven by the same white noise, outside a sphere in a 3-dimensional flat torus does not converge to 0, a.s., if the radius of the sphere is sufficiently small, relative to the size of the torus.

Published in at http://dx.doi.org/10.1214/12-AOP831 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

Related Organizations

Washington State University
United States
University of Mary
United States

Keywords

Probability (math.PR), FOS: Mathematics, 60J65, Reflected Brownian motion, Mathematics - Probability

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NSF| Foundations and Applications of Stochastic Analysis