Brownian asymptotics in a Poissonian environment (Q1326318)
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scientific article; zbMATH DE number 569052
| Language | Label | Description | Also known as |
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| English | Brownian asymptotics in a Poissonian environment |
scientific article; zbMATH DE number 569052 |
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Brownian asymptotics in a Poissonian environment (English)
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14 July 1994
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We consider a Brownian motion moving in a random potential obtained by translating a given fixed nonnegative shape function at the points of a Poisson cloud. We derive the almost sure principal long time behavior of the expectation of the natural Feynman-Kac functional, which is insensitive to the detail of the shape function. We also study the situation of hard obstacles where Brownian motion is killed once it comes within distance \(a\) of a point of the cloud. The nature of the results then changes between the case when \(a\) is small or large in connection with the presence, or absence of an infinite component in the complement of the obstacles.
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Brownian motion
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random potential
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points of a Poisson cloud
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Feynman-Kac functional
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