Enlacements du Mouvement Brownien Autour Des Courbes de L'Espace
From MaRDI portal
Publication:3472946
DOI10.2307/2001484zbMath0696.60072OpenAlexW4254233975MaRDI QIDQ3472946
Marc Yor, Jean-François Le Gall
Publication date: 1990
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2001484
semimartingalesstochastic calculuslimit theoremswinding numbersCauchy-distributed random variablewinding numbers of a planar Brownian motion
Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Local time and additive functionals (60J55)
Related Items (19)
Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero ⋮ Some calculations for doubly perturbed Brownian motion ⋮ Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion ⋮ Asymptotic windings of Brownian motion around the windings in a compact Riemannian variety of dimension 3 ⋮ Stable windings at the origin ⋮ Smooth densities of the laws of perturbed diffusion processes ⋮ Doubly perturbed neutral stochastic functional equations ⋮ Brownian charges around loops ⋮ The averaging method for doubly perturbed distribution dependent SDEs ⋮ Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients ⋮ Ray-Knight theorems related to a stochastic flow ⋮ Rate of convergence of the perturbed diffusion process to its unperturbed limit ⋮ Approximate solutions for a class of doubly perturbed stochastic differential equations ⋮ Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes ⋮ Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\) ⋮ Asymptotic singular windings of ergodic diffusions ⋮ Large deviations for perturbed reflected diffusion processes ⋮ Doubly perturbed jump-diffusion processes ⋮ Lévy area without approximation
This page was built for publication: Enlacements du Mouvement Brownien Autour Des Courbes de L'Espace
