Wiener sausage and self-intersection local times

DOI10.1016/0022-1236(90)90108-WzbMATH Open0697.60081MaRDI QIDQ911166FDOQ911166

J.-F. Le Gall

Publication date: 1990

Published in: Journal of Functional Analysis (Search for Journal in Brave)

zbMATH Keywords

Wiener sausageself-intersection local timeplanar Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Cites Work

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• On the Fock space representation of functionals of the occupation field and their renormalization
• Sur la saucisse de Wiener et les points multiples du mouvement Brownien. (On the Wiener sausage and the multiple points of Brownian motion)
• Electrostatic capacity, heat flow, and brownian motion
• Mesure invariante sur les classes r�currentes des processus de Markov
• Polynomials of the occupation field and related random fields
• Regularized self-intersection local times of planar Brownian motion
• Self-intersection gauge for random walks and for Brownian motion
• Fluctuation results for the Wiener sausage
• Sur une conjecture de M. Kac. (On a conjecture of M. Kac)
• Some bounds and limiting results for the measure of Wiener sausage of small radius associated with elliptic diffusions
• Tanaka formulae and renormalization for triple intersections of Brownian motion in the plane

Cited In (22)

• The spectral shift function for planar obstacle scattering at low energy
• Heat content and inradius for regions with a Brownian boundary
• Intersection local times for interlacements
• Self-intersection local times for Gaussian processes in the plane
• Sur une conjecture de M. Kac. (On a conjecture of M. Kac)
• Local times of self-intersection
• On the expected volume of intersection of independent Wiener sausages and the asymptotic behaviour of some related integrals
• Expected volume of intersection of pinned Wiener sausages and heat kernel norms on compact Riemannian manifolds with boundary
• The asymptotics of stable sausages in the plane
• Lifschitz Tail and Wiener Sausage on hyperbolic space
• Area versus capacity and independence in the crushed ice model
• Some properties of the Itô-Wiener expansion of the solution of a stochastic differential equation and local times
• Asymptotics of the heat exchange.
• An almost sure invariance principle for the range of planar random walks
• Hilbert-valued self-intersection local times for planar Brownian motion
• On the volume of the intersection of two independent Wiener sausages
• Area versus capacity and solidification in the crushed ice model
• On an upper bound of the Euler characteristic of the Wiener sausage
• Properties of Gaussian local times
• On the volume of intersection of three independent Wiener sausages
• Heat content and Hardy inequality for complete Riemannian manifolds
• A formula for the expected volume of the Wiener sausage with constant drift

   Recommendations

• Title not available (Why is that?) 👍 👎
• The asymptotics of stable sausages in the plane 👍 👎
• On the expected volume of intersection of independent Wiener sausages and the asymptotic behaviour of some related integrals 👍 👎
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• Fluctuation results for the Wiener sausage 👍 👎

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