Asymptotic windings of planar brownian motion revisited via the Ornstein-Uhlenbeck process
Jean Bertoin, Wendelin Werner (1994)
Séminaire de probabilités de Strasbourg
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Jean Bertoin, Wendelin Werner (1994)
Séminaire de probabilités de Strasbourg
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Laurent Serlet (2000)
Séminaire de probabilités de Strasbourg
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Bernard Roynette, Pierre Vallois, Marc Yor (2009)
ESAIM: Probability and Statistics
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As in preceding papers in which we studied the limits of penalized 1-dimensional Wiener measures with certain functionals Γ, we obtain here the existence of the limit, as → ∞, of -dimensional Wiener measures penalized by a function of the maximum up to time of the Brownian winding process (for ), or in 2 dimensions for Brownian motion prevented to exit a cone before time . Various extensions of these multidimensional penalisations are studied, and the limit laws...
Zhan Shi (1994)
Séminaire de probabilités de Strasbourg
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Pemantle, Robin, Peres, Yuval, Pitman, Jim, Yor, Marc (2001)
Electronic Journal of Probability [electronic only]
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Abraham, Romain, Werner, Wendelin (1997)
Electronic Journal of Probability [electronic only]
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Pei Hsu, Peter March (1988)
Séminaire de probabilités de Strasbourg
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Jonathan Warren (1997)
Séminaire de probabilités de Strasbourg
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R.A. Doney (1998)
Séminaire de probabilités de Strasbourg
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Jean Bertoin, Zhan Shi (1996)
Séminaire de probabilités de Strasbourg
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