scientific article; zbMATH DE number 679791

zbMath0814.60080MaRDI QIDQ4311835

Wendelin Werner, Jean Bertoin

Publication date: 13 June 1995

Full work available at URL: http://www.numdam.org/item?id=SPS_1994__28__138_0

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zbMATH Keywords

Ornstein-Uhlenbeck processsubordinatorwinding number of the planar Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Zero-one laws (60F20)

Related Items (9)

Stable windings at the origin ⋮ Stable limit theorems for additive functionals of one-dimensional diffusion processes ⋮ Bougerol's identity in law and extensions ⋮ Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion ⋮ On the occupation times of cones by Brownian motion ⋮ Lévy area without approximation ⋮ Windings of Brownian motion and random walks in the plane ⋮ Windings of Planar Stable Processes ⋮ Central limit theorem for an iterated integral with respect to fBm withH>1/2

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