Wiener sausage ($W_r(t)={\bigcup }_{s\le t}\mathcal{B}(B_s,r)$)

A Wiener sausage is the region swept out by a ball of fixed radius along a Brownian motion path. A deterministic continuous displacement $f(s)$ gives the variant ${\bigcup }_{s\le t}\mathcal{B}(B_s+f(s),r)$. On each bounded time interval it has finite expected volume: the region lies inside a ball whose radius is the path's maximum displacement plus $r$, and the Brownian maximum has Gaussian tail bounds and finite moments of every order.

Start traps at a unit-intensity Poisson random measure in Euclidean space and attach mutually independent Brownian motions, independent of the initial measure. For a deterministic target path $f$, independently thin initial positions according to whether their marked path comes within radius one of the target by time $t$. The retention probability $p_t(x)$ integrates, by the Tonelli theorem, to the expected volume of the sausage along $f-B$. Symmetry of Brownian motion makes this the expected volume of the sausage along $f+B$. The Poisson zero-count probability proves the displayed survival formula. This derives the formula directly from independent thinning, without assuming a separate marking or displacement theorem.