Fluctuations of the Wiener Sausage for Surfaces
Chavel, Isaac ; Feldman, Edgar ; Rosen, Jay
Ann. Probab., Tome 19 (1991) no. 4, p. 83-141 / Harvested from Project Euclid
We define a renormalized intersection local time to describe the amount of self-intersection of the Brownian motion on a two-dimensional Riemannian manifold $M$. The second order asymptotics of the area of the Wiener sausage of radius $\varepsilon$ on $M$ are described in terms of the renormalized intersection local time.
Publié le : 1991-01-14
Classification:  Riemannian manifold,  heat kernel,  Brownian motion,  Wiener sausage,  renormalized intersection local time,  58G32
@article{1176990537,
     author = {Chavel, Isaac and Feldman, Edgar and Rosen, Jay},
     title = {Fluctuations of the Wiener Sausage for Surfaces},
     journal = {Ann. Probab.},
     volume = {19},
     number = {4},
     year = {1991},
     pages = { 83-141},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990537}
}
Chavel, Isaac; Feldman, Edgar; Rosen, Jay. Fluctuations of the Wiener Sausage for Surfaces. Ann. Probab., Tome 19 (1991) no. 4, pp.  83-141. http://gdmltest.u-ga.fr/item/1176990537/