Windings of Planar Stable Processes

DOI10.1007/978-3-319-00321-4_10zbMath1290.60053arXiv1203.3739OpenAlexW1860810109MaRDI QIDQ2865110

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Publication date: 28 November 2013

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.3739

zbMATH Keywords

Lévy processesstable processesplanar Brownian motionSpitzer's theoremLamperti's relationexit time from a coneskew-product representationwindingslaw of iterated logarithm (LIL) for small times

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Brownian motion (60J65) Stable stochastic processes (60G52)

Related Items (6)

The winding of stationary Gaussian processes ⋮ Stable windings at the origin ⋮ Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion ⋮ On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process ⋮ Windings of planar processes, exponential functionals and Asian options ⋮ A lifetime of excursions through random walks and Lévy processes

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