On the volume of intersection of three independent Wiener sausages

DOI10.1214/09-AIHP316zbMath1201.35108MaRDI QIDQ985325

Michiel van den Berg

Publication date: 21 July 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/239916

zbMATH Keywords

Brownian motionequilibrium measureWiener sausage

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Brownian motion (60J65) Probabilistic potential theory (60J45)

Related Items (3)

On the volume of the intersection of two independent Wiener sausages ⋮ Expected volume of intersection of pinned Wiener sausages and heat kernel norms on compact Riemannian manifolds with boundary ⋮ Limit theorems for a stable sausage

Cites Work

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• Mean curvature and the heat equation
• On the expected volume of intersection of independent Wiener sausages and the asymptotic behaviour of some related integrals
• Intersections of random walks and Wiener sausages in four dimensions
• On the volume of the intersection of two Wiener sausages
• Electrostatic capacity, heat flow, and brownian motion

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