Potential Analysis

, Volume 34, Issue 1, pp 57–79

On the Volume of the Intersection of Two Independent Wiener Sausages


DOI: 10.1007/s11118-010-9181-1

Cite this article as:
van den Berg, M. Potential Anal (2011) 34: 57. doi:10.1007/s11118-010-9181-1


The expected volume of intersection of two independent Wiener sausages in ℝm, m ≥ 3, up to time t, and associated to non-polar, compact sets K1 and K2 respectively, is obtained in the limit of large t.


Wiener sausageHeat equationLast exit time

Mathematics Subject Classifications (2010)


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© Springer Science+Business Media B.V. 2010

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of BristolBristolUK