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
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
Journal title :
Stochastic Processes and their Applications