Reflecting random walk in fractal domains

preprint2013arXivOpen access

Abstract

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

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