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 $D$.
Citation
Krzysztof Burdzy. Zhen-Qing Chen. "Reflecting random walk in fractal domains." Ann. Probab. 41 (4) 2791 - 2819, July 2013. https://doi.org/10.1214/12-AOP745
Information
