On the expected volume of intersection of independentWiener sausages and the asymptotic behaviour of some related integrals

Let K be a compact, non-polar set in Euclidean space Rm (m 3) and let TK be the first hitting time of K by a Brownian motion. We obtain the leading asymptotic behaviour as t →∞ of Rm dx(Px [TK 0 is a constant. © 2004 Elsevier Inc. All rights reserved.