Potential Analysis

, Volume 34, Issue 1, pp 57-79

First online:

On the Volume of the Intersection of Two Independent Wiener Sausages

  • Michiel van den BergAffiliated withDepartment of Mathematics, University of Bristol Email author 

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The expected volume of intersection of two independent Wiener sausages in ℝ m , m ≥ 3, up to time t, and associated to non-polar, compact sets K 1 and K 2 respectively, is obtained in the limit of large t.


Wiener sausage Heat equation Last exit time

Mathematics Subject Classifications (2010)

35K20 60J65 60J45