Windings of Planar Stable Processes
Publication:2865110
DOI10.1007/978-3-319-00321-4_10zbMath1290.60053arXiv1203.3739OpenAlexW1860810109MaRDI QIDQ2865110
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Publication date: 28 November 2013
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.3739
Lévy processesstable processesplanar Brownian motionSpitzer's theoremLamperti's relationexit time from a coneskew-product representationwindingslaw of iterated logarithm (LIL) for small times
Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Brownian motion (60J65) Stable stochastic processes (60G52)
Related Items (6)
Cites Work
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