The Brownian hitting distributions in space-time of bounded sets and the expected volume of the Wiener sausage for a Brownian bridge

DOI10.1112/PLMS.12081zbMath1391.60204arXiv1406.1307OpenAlexW3122733799MaRDI QIDQ4634481

Kôhei Uchiyama

Publication date: 10 April 2018

Published in: Proceedings of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.1307

zbMATH Keywords

asymptotic behaviorBrownian bridgeharmonic measureGreen functionWiener sausagethe first hitting time

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Brownian motion (60J65) Probabilistic potential theory (60J45)

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