Étude asymptotique de certains mouvements browniens complexes avec drift

DOI10.1007/BF00332310zbMath0579.60077OpenAlexW2047969020MaRDI QIDQ1067314

Marc Yor, Jean-François Le Gall

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00332310

zbMATH Keywords

winding numbershitting times of small disks

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Sample path properties (60G17)

Related Items

Etude asymptotique des enlacements du mouvement Brownien autour des droites de l'espace ⋮ Asymptotic windings of Brownian motion around the windings in a compact Riemannian variety of dimension 3 ⋮ Transformation de Fourier et temps d'occupation browniens. (Fourier transformation and Brownian occupation time) ⋮ Brownian charges around loops ⋮ Asymptotic singular windings of ergodic diffusions ⋮ On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process ⋮ Winding of a Brownian particle around a point vortex ⋮ Windings of Planar Stable Processes ⋮ Winding numbers for 2-dimensional, positive recurrent diffusions

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