Heat content and inradius for regions with a Brownian boundary

Abstract

In this paper we consider $\beta[0; s]$, Brownian motion of time length $s > 0$, in $m$-dimensional Euclidean space $\mathbb R^m$ and on the $m$-dimensional torus $\mathbb T^m$. We compute the expectation of (i) the heat content at time $t$ of $\mathbb R^m\setminus \beta[0; s]$ for fixed $s$ and $m = 2,3$ in the limit $t \downarrow 0$, when $\beta[0; s]$ is kept at temperature 1 for all $t > 0$ and $\mathbb R^m\setminus \beta[0; s]$ has initial temperature 0, and (ii) the inradius of $\mathbb R^m\setminus \beta[0; s]$ for $m = 2,3,\cdots$ in the limit $s \rightarrow \infty$.