A formula for the expected volume of the Wiener sausage with constant drift

DOI10.1515/forum-2016-0039zbMath1359.60102arXiv1512.03514OpenAlexW2963516680MaRDI QIDQ516951

Hiroyuki Matsumoto, Yuji Hamana

Publication date: 15 March 2017

Published in: Forum Mathematicum (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.03514

zbMATH Keywords

Brownian motionWiener sausagemodified Bessel functiondrift

Mathematics Subject Classification ID

Brownian motion (60J65) Laplace transform (44A10)

Related Items (2)

Brownian snails with removal: epidemics in diffusing populations ⋮ Hitting times to spheres of Brownian motions with and without drifts

Cites Work

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• The probability distributions of the first hitting times of Bessel processes
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• Asymptotics for the wiener sausage
• Electrostatic capacity, heat flow, and brownian motion
• Moderate deviations for the volume of the Wiener sausage
• A large-deviation result for the range of random walk and for the Wiener sausage

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