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arXiv · 1402.0636

Asymptotic expansion of the expected volume of the Wiener sausage in even dimensions

Yuji Hamana
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Abstract

We consider the Wiener sausage for a Brownian motion up to time $t$ associated with a closed ball in even dimensional cases. We obtain the asymptotic expansion of the expected volume of the Wiener sausage for large $t$. The result says that the expansion has many $\log$ terms, which do not appear in odd dimensional cases.

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Yuji Hamana. 2014-02-04. Asymptotic expansion of the expected volume of the Wiener sausage in even dimensions. https://arxiv.org/abs/1402.0636

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