Publication:

Brownian survival among Poissonian traps with random shapes at critical intensity

Date

Date

Date
2005
Journal Article
Published version

Citations

Citation copied

van den Berg, M., Bolthausen, E., & den Hollander, F. (2005). Brownian survival among Poissonian traps with random shapes at critical intensity. Probability Theory and Related Fields, 132(2), 163–202. https://doi.org/10.1007/s00440-004-0393-4

Abstract

Abstract

Abstract

In this paper we consider a standard Brownian motion in Kd, starting at 0 and observed until time t. The Brownian motion takes place in the presence of a Poisson random field of traps, whose centers have intensity vt and whose shapes are drawn randomly and independently according to a probability distribution n, on the set of closed subsets of Rd, subject to appropriate conditions. The Brownian motion is killed as soon as it hits one of the traps. With the help of a large deviation technique developed in an earlier paper, we find the

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Creators (Authors)

  • van den Berg, M
    affiliation.icon.alt
  • Bolthausen, E
    affiliation.icon.alt
  • den Hollander, F
    affiliation.icon.alt

Journal/Series Title

Journal/Series Title

Journal/Series Title

Volume

Volume

Volume
132

Number

Number

Number
2

Page Range

Page Range

Page Range
163

Page end

Page end

Page end
202

Item Type

Item Type

Item Type
Journal Article

Dewey Decimal Classifikation

Dewey Decimal Classifikation

Dewey Decimal Classifikation

Keywords

Brownian motion - Poisson random field of traps - Random capacity - Survival probability - Large deviations - Variational problems - Sobolev inequalities

Language

Language

Language
English

Publication date

Publication date

Publication date
2005

Date available

Date available

Date available
2010-04-19

Publisher

Publisher

Publisher

ISSN or e-ISSN

ISSN or e-ISSN

ISSN or e-ISSN
0178-8051

Additional Information

Additional Information

Additional Information
The original publication is available at www.springerlink.com

OA Status

OA Status

OA Status
Green

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Citation copied

van den Berg, M., Bolthausen, E., & den Hollander, F. (2005). Brownian survival among Poissonian traps with random shapes at critical intensity. Probability Theory and Related Fields, 132(2), 163–202. https://doi.org/10.1007/s00440-004-0393-4

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