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Donsker, M. D.; Varadhan, S. R. S.

Asymptotic for the Wiener sausage. (English) Zbl 0333.60077

Commun. Pure Appl. Math. 28, 525-565 (1975).
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Cited in 9 Reviews
Cited in 98 Documents

MSC:

60J65 Brownian motion
28C20 Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
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References:

[1] Kac, J. Math. Phys. 15 pp 183– (1974)
[2] Lifschitz, Soviet Physics JETP 26 pp 462–
[3] and , Asymptotic evaluation of certain Wiener integrals for large time, to appear in Integration in Function Space, Oxford Univ. Press.
[4] Donsker, Comm. Pure Appl. Math. 28 pp 1– (1975)
[5] Donsker, Comm. Pure Appl. Math. 28 pp 279– (1975)
[6] Sobolev, Math. Sbornik 4 pp 471– (1938)
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