Winding numbers for 2-dimensional, positive recurrent diffusions

DOI10.1007/BF01053432zbMath0799.60071MaRDI QIDQ1320301

Jochen Geiger, Götz-Dietrich Kersting

Publication date: 7 November 1994

Published in: Potential Analysis (Search for Journal in Brave)

zbMATH Keywords

asymptotic distributionBrownian motiondiffusion processwinding numberCauchy distributiontransformed polar coordinate process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Stochastic integrals (60H05)

Related Items (1)

Long Time Asymptotics of Heat Kernels and Brownian Winding Numbers on Manifolds with Boundary

Cites Work

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• Étude asymptotique de certains mouvements browniens complexes avec drift
• Asymptotic laws of planar Brownian motion
• On D. Williams' “Pinching Method” and Some Applications
• Functional Integration and Partial Differential Equations. (AM-109)
• Asymptotic stability and spiraling properties for solutions of stochastic equations

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