• Title of article

    The expected area of the Wiener sausage swept by a disc

  • Author/Authors

    Uchiyama، نويسنده , , Kôhei، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2013
  • Pages
    21
  • From page
    191
  • To page
    211
  • Abstract
    The expected areas of the Wiener sausages swept by a disc attached to the two-dimensional Brownian Bridge joining the origin to a point x over a time interval [ 0 , t ] are computed. It is proved that the leading term of the expectation is given by Ramanujan’s function if | x | = O ( t ) . The second term is also given explicitly when | x | = o ( t ) . The corresponding result for unconditioned process is also obtained.
  • Keywords
    asymptotic expansion , Laplace inversion , Wiener sausage , Brownian hitting time , Brownian bridge , Ramanujan’s function
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2013
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578778