scholarly journals Fluctuations of the Wiener sausage for surfaces

1988 ◽  
pp. 1-7
Author(s):  
Isaac Chavel ◽  
Edgar Feldman ◽  
Jay Rosen
Keyword(s):  
Wiener Sausage

scholarly journals Fluctuation Results for the Wiener Sausage

1988 ◽  
Vol 16 (3) ◽  
pp. 991-1018 ◽  
Author(s):  
Jean-Francois Le Gall
Keyword(s):  
Wiener Sausage

Asymptotics for the wiener sausage with drift

1987 ◽  
Vol 74 (1) ◽  
pp. 125-140 ◽  
Author(s):  
T. Eisele ◽  
R. Lang
Keyword(s):  
Wiener Sausage

scholarly journals Large Time Volume of the Pinned Wiener Sausage

2000 ◽  
Vol 170 (1) ◽  
pp. 107-140 ◽  
Author(s):  
I. McGillivray
Keyword(s):  
Large Time ◽  
Wiener Sausage

scholarly journals A Field-Theoretic Approach to the Wiener Sausage

2016 ◽  
Vol 163 (3) ◽  
pp. 604-641 ◽  
Author(s):  
S. Nekovar ◽  
G. Pruessner
Keyword(s):  
Theoretic Approach ◽  
Wiener Sausage

Asymptotics for the wiener sausage

1975 ◽  
Vol 28 (4) ◽  
pp. 525-565 ◽  
Author(s):  
M. D. Donsker ◽  
S. R. S. Varadhan
Keyword(s):  
Wiener Sausage

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

2017 ◽  
Vol 29 (2) ◽  
pp. 369-381
Author(s):  
Yuji Hamana ◽  
Hiroyuki Matsumoto
Keyword(s):  
Brownian Motion ◽  
Explicit Form ◽  
Closed Ball ◽  
Wiener Sausage ◽  
Complicated Form ◽  
Leading Term ◽  
The Mean

AbstractWe consider the Wiener sausage for a Brownian motion with a constant drift up to time t associated with a closed ball. In the two or more dimensional cases, we obtain the explicit form of the expected volume of the Wiener sausage. The result says that it can be represented by the sum of the mean volumes of the multi-dimensional Wiener sausages without a drift. In addition, we show that the leading term of the expected volume of the Wiener sausage is written as ${\kappa t(1+o[1])}$ for large t by a constant κ. The expression for κ is of a complicated form, but it converges to the known constant as the drift tends to 0.

scholarly journals Approximations of the Wiener sausage and its curvature measures

2009 ◽  
Vol 19 (5) ◽  
pp. 1840-1859 ◽  
Author(s):  
Jan Rataj ◽  
Evgeny Spodarev ◽  
Daniel Meschenmoser
Keyword(s):  
Wiener Sausage ◽  
Curvature Measures
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