On the density of the winding number of planar Brownian motion
From MaRDI portal
Publication:471522
DOI10.1007/s10959-012-0462-zzbMath1310.60115arXiv1210.1809OpenAlexW2165733573MaRDI QIDQ471522
Silvana C. García Pire, Stella Brassesco
Publication date: 17 November 2014
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.1809
asymptotic expansionstransition densitywinding numberlocal limit theoremplanar Brownian motionSpitzer's law
Brownian motion (60J65) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Aspects of Brownian motion
- Asymptotic laws of planar Brownian motion
- Further asymptotic laws of planar Brownian motion
- Optimal bounds for Cauchy approximations for the winding distribution of planar Brownian motion
- Some Theorems Concerning 2-Dimensional Brownian Motion
- The asymptotic joint distribution of windings of planar Brownian motion
- Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson
- Mod- Convergence
- A note on planar Brownian motion
- The accuracy of Cauchy approximation for the windings of planar Brownian motion