Windings of Planar Stable Processes (Q2865110)

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Windings of Planar Stable Processes
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    title
    Windings of Planar Stable Processes (English)
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    publication date
    28 November 2013
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    Mathematics Subject Classification ID
    60G52
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    60F05
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    60G51
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    60J65
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    zbMATH DE Number
    6234277
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    zbMATH Keywords
    stable processes
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    Lévy processes
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    planar Brownian motion
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    windings
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    Spitzer's theorem
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    exit time from a cone
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    skew-product representation
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    Lamperti's relation
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    law of iterated logarithm (LIL) for small times
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