A three-dimensional Brownian path reflected on a Brownian path is a free Brownian path (Q2366259): Difference between revisions

Let \(X\) be a three-dimensional Brownian motion and \(D\) the set of points in \(\mathbb{R}^ 3\) which are not visited by \(X\). The author exhibits an increasing sequence of smooth domains \(D_ n\) with \(\cup D_ n=D\), such that the law of the reflected Brownian motion in \(D_ n\) with normal reflection on the boundary converges weakly to that of a free Brownian motion. The argument relies on a recent work of \textit{Z.-Q. Chen} [Probab. Theory Relat. Fields 94, No. 3, 281-315 (1993; Zbl 0767.60074)]. The motivation comes from a nonrigorous result of \textit{Amit}, \textit{Parisi} and \textit{Peliti} [Phys. Rev., Ser. B. 27, 1635-1645 (1983)].