On the expected volume of intersection of independent Wiener sausages and the asymptotic behaviour of some related integrals

DOI10.1016/j.jfa.2004.06.015zbMath1077.60056OpenAlexW2158462950MaRDI QIDQ1779216

Michiel van den Berg

Publication date: 1 June 2005

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2004.06.015

zbMATH Keywords

heat equationlast exit time

Mathematics Subject Classification ID

Brownian motion (60J65) Heat equation (35K05) Probabilistic potential theory (60J45)

Related Items (6)

On the volume of the intersection of two independent Wiener sausages ⋮ Expected volume of intersection of pinned Wiener sausages and heat kernel norms on compact Riemannian manifolds with boundary ⋮ Symmetrization of exterior parabolic problems and probabilistic interpretation ⋮ Heat content and Hardy inequality for complete Riemannian manifolds ⋮ On the volume of intersection of three independent Wiener sausages ⋮ Limit theorems for a stable sausage

Cites Work

• Unnamed Item
• Wiener sausage and self-intersection local times
• Asymptotic expansions for the expected volume of a stable sausage
• Sur une conjecture de M. Kac. (On a conjecture of M. Kac)
• Electrostatic capacity, heat flow, and brownian motion
• Potential theory for infinitely divisible processes on Abelian groups

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