Connecting Brownian paths (Q1111249): Difference between revisions

Let X, \(X_ 0=x\), and Y, \(Y_ 0=y\), be two independent BM's in \(R^ d\), \(d\geq 3\). In case X and Y collide do the following: run X out to the point of collision and reverse Y in time to run from that point back to y. Weak convergence (``from near misses'') is used to characterize the law of this transformed process under the condition of collision as the law of a BM started from x and conditioned to die at y (Doob's h- transform). A similar but more complicated result is proved for intersections of Wiener sausages (d\(\geq 5)\). To obtain similar descriptions in critical dimensions, i.e. \(d=2\), \(d=4\) the processes X and Y are considered inside domains with a Green function satisfying (in the case \(d=4)\) an integrability condition.