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Théorème des résidus asymptotique pour le mouvement brownien sur une surface riemannienne compacte. (Asymptotic residue theorem for the Brownian motion on a compact Riemannian surface)

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Publication:1185272
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zbMath0746.60059MaRDI QIDQ1185272

Jacques Franchi

Publication date: 28 June 1992

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1991__27_4_445_0

zbMATH Keywords

Brownian motionRiemannian surfaceStratonovich integraldifferential formwinding numberslimit in lawstochastic residue theorem


Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05)


Related Items

Asymptotic winding of the geodesic flow on modular surfaces and continuous fractions, Asymptotic windings of Brownian motion around the windings in a compact Riemannian variety of dimension 3, Brownian charges around loops, Asymptotic singular windings of ergodic diffusions



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