Reflecting random walk in fractal domains

Published 21 May 2011 in math.PR | (1105.4283v2)

Abstract: 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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