Sur la transience et la recurrence de certaines martingales continues avaleurs dans le plan

DOI10.1080/17442508908833592zbMath0696.60076OpenAlexW2003516080MaRDI QIDQ3472948

Jean-Claude Gruet

Publication date: 1989

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508908833592

zbMATH Keywords

recurrencetransienceinverse local timetwo- dimensional martingaleswinding numbers of planar Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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