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Brownian earthworm

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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Co-authorshipCo-authorshipCo-authorshipAuthorshipAuthorshipAuthorshipTopic signalWBrownian earthwormpreprint / 2013AKrzysztof BurdzyResearcherAZhen-Qing ChenResearcherASoumik PalResearcherTmath.PR7239 works
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Brownian earthworm

preprint / 2013

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