On the volume of intersection of three independent Wiener sausages

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Abstract

Let K be a compact, non-polar set in ℝm, m≥3 and let SKi(t)={Bi(s)+y: 0≤s≤t, y∈K} be Wiener sausages associated to independent Brownian motions Bi, i=1, 2, 3 starting at 0. The expectation of volume of ⋂i=13SKi(t) with respect to product measure is obtained in terms of the equilibrium measure of K in the limit of large t.
Translated title of the contributionOn the volume of intersection of three independent Wiener sausages
Original languageEnglish
Pages (from-to)313 - 337
Number of pages25
JournalAnnales de l'Institut Henri Poincaré (B) Probabilités et Statistiques
Volume46
Issue number2
DOIs
Publication statusPublished - May 2010

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