Journal of the Mathematical Society of Japan
Online ISSN : 1881-1167
Print ISSN : 0025-5645
ISSN-L : 0025-5645
On the expected volume of the Wiener sausage
Yuji Hamana
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2010 年 62 巻 4 号 p. 1113-1136

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We consider the expected volume of the Wiener sausage on the time interval [0,t] associated with a closed ball. Let L(t) be the expected volume minus the volume of the ball. We obtain that L(t) is asymptotically equal to a constant multiple of t1/2 as t tends to 0 and that it is represented as an absolutely convergent power series of t1/2 for any t > 0 in the odd dimensional cases. Moreover, the explicit form of L(t) can be given in five and seven dimensional cases.
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