Reflecting random walk in fractal domains

DOI10.1214/12-AOP745zbMATH Open1286.60035arXiv1105.4283OpenAlexW1972907245MaRDI QIDQ359690FDOQ359690

K. Burdzy, Zhen-Qing Chen

Publication date: 22 August 2013

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: In this paper, we show that reflecting Brownian motion in any bounded domain D can be approximated, as $koinfty$, by simple random walks on "maximal connected" subsets of $(2^{-k}mathbb{Z}^d)capD$ whose filled-in interiors are inside of D.

Full work available at URL: https://arxiv.org/abs/1105.4283

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zbMATH Keywords

random walkweak convergenceSobolev spacereflected Brownian motionDirichlet formtightnessSkorokhod spacekilled Brownian motion

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Dirichlet forms (31C25) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35)

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Cited In (10)

• Random walks on a fractal solid
• Markov chain approximations for one dimensional diffusions
• Quenched invariance principles for random walks and elliptic diffusions in random media with boundary
• Discrete approximation to Brownian motion with varying dimension in bounded domains
• Title not available (Why is that?)
• Discrete fractals determined by recurrent random walks
• Scaling limits of interacting diffusions in domains
• Title not available (Why is that?)
• Traps for reflected Brownian motion
• Domain convergence of reflecting Brownian motion

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