Publication: Brownian survival among Poissonian traps with random shapes at critical intensity
Brownian survival among Poissonian traps with random shapes at critical intensity
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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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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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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