Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155721 | Stochastic Processes and their Applications | 2013 | 21 Pages |
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 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Kôhei Uchiyama,