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Heat content and inradius for regions with a Brownian boundary
- Source :
- Potential Analysis 41 (2014) 501--515
- Publication Year :
- 2013
-
Abstract
- In this paper we consider $\beta[0; s]$, Brownian motion of time length $s > 0$, in $m$-dimensional Euclidean space $\mathbb R^m$ and on the $m$-dimensional torus $\mathbb T^m$. We compute the expectation of (i) the heat content at time $t$ of $\mathbb R^m\setminus \beta[0; s]$ for fixed $s$ and $m = 2,3$ in the limit $t \downarrow 0$, when $\beta[0; s]$ is kept at temperature 1 for all $t > 0$ and $\mathbb R^m\setminus \beta[0; s]$ has initial temperature 0, and (ii) the inradius of $\mathbb R^m\setminus \beta[0; s]$ for $m = 2,3,\cdots$ in the limit $s \rightarrow \infty$.<br />Comment: 13 pages
- Subjects :
- Mathematics - Probability
35J20, 60G50
Subjects
Details
- Database :
- arXiv
- Journal :
- Potential Analysis 41 (2014) 501--515
- Publication Type :
- Report
- Accession number :
- edsarx.1304.0579
- Document Type :
- Working Paper