Skip to main content
2 of 8
added 254 characters in body
Thomas Kojar
  • 5.5k
  • 2
  • 19
  • 41

Wiener measure of hitting sets A,B but not C

I am trying to formulate the measure of event

$E=\{B[0\infty)\cap A,B \neq \varnothing$ and $B[0\infty)\cap C= \varnothing\}$,

where $B[0\infty)$ is a Brownian path and $A,B,C$ are pairwise disjoint compact non-empty sets. I am looking for $\mu_{W}(E)$.

One guess is:

$\mu_{W}(E)=\int_{t_{1}}^{\infty}\int_{0}^{\infty}\int_{\mathbb{R}^{d}} \int_{A} \int_{B} dx_{1}dx_{2}dx_{3}dt_{1}dt_{2}+ \int_{t_{1}}^{\infty}\int_{0}^{\infty}\int_{\mathbb{R}^{d}} \int_{B} \int_{A} dx_{1}dx_{2}dx_{3}dt_{1}dt_{2}-\int_{0}^{\infty}\int_{\mathbb{R}^{d}} \int_{C} dx_{1}dx_{2}dt$

Thomas Kojar
  • 5.5k
  • 2
  • 19
  • 41