Abstract
Let K be a compact, non-polar set in Euclidean space R-m (m >= 3) and let T-K be the first hitting time of K by a Brownian motion. We obtain the leading asymptotic behaviour as t -> infinity o integral(Rm) dx (P-x [T-K <t])(k), where k > 0 is a constant. (c) 2004 Elsevier Inc. All rights reserved.
Translated title of the contribution | On the expected volume of intersection of independent Wiener sausages and the asymptotic behaviour of some related integrals |
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Original language | English |
Pages (from-to) | 114 - 128 |
Number of pages | 15 |
Journal | Journal of Functional analysis |
Volume | 222 (1) |
DOIs | |
Publication status | Published - May 2005 |
Bibliographical note
Publisher: Academic PressOther identifier: IDS number 913ZV