Some bounds and limiting results for the measure of Wiener sausage of small radius associated with elliptic diffusions

For an elliptic diffusion \((X_ t)\) on \({\mathbb{R}}^ d\) (d\(\geq 2)\), the Wiener sausages \[ W^ 1_{\epsilon,s,t}=\cup_{s\leq u\leq t}X_ u+\epsilon K\quad and\quad W_{\epsilon,s,t}=\cup_{s\leq u\leq t}B(X_ u,\epsilon) \] are considered, where K is a compact set of \({\mathbb{R}}^ d\), and B(y,\(\epsilon)\) is a ball centered at y with radius \(\epsilon\) in a Riemannian metric associated to X. The asymptotic behavior (as \(\epsilon\) goes to zero) of \(S(\epsilon)\mu (W^ k_{\epsilon,s,t})\) and \(S(\epsilon)\mu (W_{\epsilon,s,t})\), for \[ S(\epsilon)=\epsilon^{2-d}\;if\;d\geq 3,\quad S(\epsilon)=\log (1/\epsilon)\;if\;d=2, \] and \(\mu\) an appropriate measure, is discussed.

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