A formula for the expected volume of the Wiener sausage with constant drift
Work
Year: 2016
Type: article
Abstract: We consider the Wiener sausage for a Brownian motion with a constant drift up to time t associated with a closed ball. In the two or more dimensional cases, we obtain the explicit form of the expecte... more
Source: Forum Mathematicum
Authors Yuji Hamana, Hiroyuki Matsumoto
Institutions Kumamoto University, Aoyama Gakuin University
Cites: 17
Cited by: 3
Related to: 19
FWCI:
Citation percentile (by year/subfield): 72.15
Subfield: Finance
Domain: Social Sciences
Open Access status: green
Grant IDS 24540181, 26400144