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Brownian earthworm

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arxiv 1011.5442 v2 pith:HEBM4ICU submitted 2010-11-24 math.PR

Brownian earthworm

classification math.PR
keywords brownianspheretorusconvergedimensionaldistancedrivenearthworm
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We prove that the distance between two reflected Brownian motions, driven by the same white noise, outside a sphere in a 3-dimensional flat torus does not converge to 0, a.s., if the radius of the sphere is sufficiently small, relative to the size of the torus.

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