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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