The Annals of Probability

Fluctuations of the Wiener Sausage for Surfaces

Isaac Chavel, Edgar Feldman, and Jay Rosen

Full-text: Open access

Abstract

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.

Article information

Source
Ann. Probab., Volume 19, Number 1 (1991), 83-141.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176990537

Digital Object Identifier
doi:10.1214/aop/1176990537

Mathematical Reviews number (MathSciNet)
MR1085329

Zentralblatt MATH identifier
0765.58034

JSTOR
links.jstor.org

Subjects
Primary: 58G32

Keywords
Riemannian manifold heat kernel Brownian motion Wiener sausage renormalized intersection local time

Citation

Chavel, Isaac; Feldman, Edgar; Rosen, Jay. Fluctuations of the Wiener Sausage for Surfaces. Ann. Probab. 19 (1991), no. 1, 83--141. doi:10.1214/aop/1176990537. https://projecteuclid.org/euclid.aop/1176990537


Export citation