The asymptotic joint distribution of windings of planar Brownian motion

DOI10.1090/S0273-0979-1984-15205-4zbMath0535.60073OpenAlexW1999999343MaRDI QIDQ3319538

Marc Yor, Jim W. Pitman

Publication date: 1984

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0273-0979-1984-15205-4

zbMATH Keywords

asymptotic behaviouradditive functionalwinding processes

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items

Stochastic differential geometry: An introduction ⋮ On the density of the winding number 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 Stable Processes ⋮ Étude asymptotique de certains mouvements browniens complexes avec drift

Cites Work

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• Winding of the plane Brownian motion
• Distribution function inequalities for martingales
• Some Theorems Concerning 2-Dimensional Brownian Motion
• On D. Williams' “Pinching Method” and Some Applications