Asymptotic windings of planar brownian motion revisited via the Ornstein-Uhlenbeck process

Jean Bertoin; Wendelin Werner

Séminaire de probabilités de Strasbourg (1994)

  • Volume: 28, page 138-152

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Bertoin, Jean, and Werner, Wendelin. "Asymptotic windings of planar brownian motion revisited via the Ornstein-Uhlenbeck process." Séminaire de probabilités de Strasbourg 28 (1994): 138-152. <http://eudml.org/doc/113869>.

@article{Bertoin1994,
author = {Bertoin, Jean, Werner, Wendelin},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {subordinator; Ornstein-Uhlenbeck process; winding number of the planar Brownian motion},
language = {eng},
pages = {138-152},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Asymptotic windings of planar brownian motion revisited via the Ornstein-Uhlenbeck process},
url = {http://eudml.org/doc/113869},
volume = {28},
year = {1994},
}

TY - JOUR
AU - Bertoin, Jean
AU - Werner, Wendelin
TI - Asymptotic windings of planar brownian motion revisited via the Ornstein-Uhlenbeck process
JO - Séminaire de probabilités de Strasbourg
PY - 1994
PB - Springer - Lecture Notes in Mathematics
VL - 28
SP - 138
EP - 152
LA - eng
KW - subordinator; Ornstein-Uhlenbeck process; winding number of the planar Brownian motion
UR - http://eudml.org/doc/113869
ER -

References

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  9. 9. J.C. Gruet, 'Enroulement du mouvement brownien plan autour de deux points', Thèse de Doctorat, Université de Paris VI (1990). 
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  11. 11. W.M. Hirsch, 'A strong law for the maximum cumulative sum of independent random variables', Comm. Pure Appl. Math.18 (1965) 109-127. Zbl0135.19205MR179828
  12. 12. J.F. Le Gall and M. Yor, 'Etude asymptotique des enlacements du mouvement brownien autour des droites de l'espace', Probab. Th. Rel. Fields74 (1987) 617-635. Zbl0594.60083MR876259
  13. 13. J.F. Le Galland M. Yor, 'Enlacements du mouvement brownien autour des courbes de l'espace', Trans. Amer. Math. Soc.317 (1990) 687-722. Zbl0696.60072MR946219
  14. 14. T.J. Lyons and H.P. McKean, 'Winding of the plane Brownian motion', Adv. Math.51 (1984) 212-225. Zbl0541.60075MR740582
  15. 15. P. Messulam and M. Yor, 'On D. Williams' pinching method and some applications', J. London Math. Soc.26 (1982) 348-364. Zbl0518.60088MR675178
  16. 16. J.W. Pitman and M. Yor, 'Asymptotic laws of planar Brownian motion', Ann. Probab.14 (1986) 733-779. Zbl0607.60070MR841582
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  20. 20. Z. Shi, 'Liminf behaviours of the windings and Lévy's stochastic area of planar Brownian motion', Séminaire de Probabilités XXVIII, Lect. Notes in Math., Springer (1994). Zbl0810.60076MR1329108
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