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arxiv: 1105.4283 · v2 · pith:K7MKNR2Tnew · submitted 2011-05-21 · 🧮 math.PR

Reflecting random walk in fractal domains

classification 🧮 math.PR
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.

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