Summary
LetC ε (t) be the Wiener sausage of radius ε inR d up to timet. We obtain bounds on the asymptotics ofE exp (λ|C ε (t)|) ast→∞, for all λ>0.
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van den Berg, M., Tóth, B. Exponential estimates for the Wiener sausage. Probab. Th. Rel. Fields 88, 249–259 (1991). https://doi.org/10.1007/BF01212561
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DOI: https://doi.org/10.1007/BF01212561