The accuracy of Cauchy approximation for the windings of planar Brownian motion

DOI10.1023/A:1010380808797zbMath1074.60507OpenAlexW1531698748MaRDI QIDQ5933711

Marc Yor, Gyula Pap

Publication date: 22 June 2005

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010380808797

zbMATH Keywords

argument of two-dimensional Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (3)

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 ⋮ Penalisations of multidimensional Brownian motion, VI

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