On the expected volume of intersection of independent Wiener sausages and the asymptotic behaviour of some related integrals
On the expected volume of intersection of independent Wiener sausages and the asymptotic behaviour of some related integrals
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DOI:
10.1016/j.jfa.2004.06.015
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发表时间:
2005-05
影响因子:
1.7
通讯作者:
M. Berg
中科院分区:
文献类型:
--
作者:
M. Berg
Let K be a compact, non-polar set in Euclidean space Rm(m⩾3) and let TKbe the first hitting time of K by a Brownian motion. We obtain the leading asymptotic behaviour as t→∞ of [Formula: see text] , where k>0 is a constant.