Sur la saucisse de Wiener et les points multiples du mouvement Brownien. (On the Wiener sausage and the multiple points of Brownian motion) (Q1090007): Difference between revisions

The Wiener sausage is obtained by swelling the Brownian path, by expanding each point of the path to a ball of radius \(\epsilon\). This paper uses arguments about intersections and self-intersections of the Wiener sausage to establish results concerning the local time and Hausdorff measure of intersections and multiple points of the Brownian path. In particular, a conjecture of Taylor concerning the Hausdorff measure is established. A basic tool in establishing the required facts for the Wiener sausage is a set of asymptotics for Brownian hitting times. These are established using William's time-reversal representation of a diffusion.