ASYMPTOTIC EXPANSION OF THE EXPECTED VOLUME OF THE WIENER SAUSAGE IN EVEN DIMENSIONS

• HAMANA Yuji

  Department of Mathematics Kumamoto University

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.

Journal

• Kyushu Journal of Mathematics

  Kyushu Journal of Mathematics 70 (1), 167-196, 2016

  Faculty of Mathematics, Kyushu University

Keywords

• Wiener sausage
• asymptotic expansion
• modified Bessel function

Details

• CRID: 1390001205227387136
• NII Article ID: 130005152464
• DOI: 10.2206/kyushujm.70.167
• ISSN: 18832032
• ISSN: 13406116
• Web Site: https://www.jstage.jst.go.jp/article/kyushujm/70/1/70_167/_pdf
• Text Lang: en
• Data Source:
  • JaLC
  • Crossref
  • CiNii Articles
  • KAKEN
• Abstract License Flag: Disallowed