Reflecting random walk in fractal domains

Krzysztof Burdzy; Zhen-Qing Chen

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Reflecting random walk in fractal domains

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arxiv 1105.4283 v2 pith:K7MKNR2T submitted 2011-05-21 math.PR

Reflecting random walk in fractal domains

Krzysztof Burdzy , Zhen-Qing Chen This is my paper

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keywords randomreflectingapproximatedboundedbrownianconnecteddomaindomains

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

Reflecting random walk in fractal domains

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