Asymptotic expansions for the expected volume of a stable sausage (Q918034)

Let \(X_ t\) be a transient stable process on \(R^ d\) and let \(T_ B=\inf \{t>0:\) \(X_ t\in B\}\) be the hitting time of B. Let us put \(E_ B(t)=\int P_ x(T_ B\leq t)dx\). There has long been interest in the asymptotic behaviour of \(E_ B(t)\) as \(t\to \infty\). Recently \textit{J. F. Le Gall} [Probab. Theory Relat. Fields 78, No.3, 389-402 (1988; Zbl 0655.60067)] investigated the expansion of order 3 when \(X_ t\) is Brownian motion on \(R^ d\), \(d\geq 3.\) The main purpose of this paper is to give asymptotic expansions to order 3 for stable processes on R that are not completely asymmetric, and for all strictly stable processes on \(R^ d\), \(d\geq 2\), whose transition density at time 1 is not zero at the origin. For those processes that are strongly transient, nontrivial 0 estimates of the error are also obtained. Expansions to order 2 together with 0 estimates of the error are given for the completely asymmetric processes on R, the strictly stable processes on \(R^ d\) whose transition density vanishes at 0 at time 1 and for linear Brownian motions with nonzero mean. Asymptotic expansions to order 3 together with 0 estimates of the error are given for stable processes with drift on \(R^ d\) having exponent \(\alpha <1\). Expansions to order 3 are also given for stable processes with drift on \(R^ d\) having exponent \(\alpha >1\) when the associated drift-free process is isotropic, and expansions to order 2 with 0 estimate of the error are obtained for the other stable processes with drift on \(R^ d\) having exponent \(\alpha >1\).