کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155721 958760 2013 21 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The expected area of the Wiener sausage swept by a disc
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
The expected area of the Wiener sausage swept by a disc
چکیده انگلیسی

The expected areas of the Wiener sausages swept by a disc attached to the two-dimensional Brownian Bridge joining the origin to a point xx over a time interval [0,t][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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 123, Issue 1, January 2013, Pages 191–211
نویسندگان
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