Upper functions for plane Brownian windings (Q1283377)
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scientific article; zbMATH DE number 1275540
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| English | Upper functions for plane Brownian windings |
scientific article; zbMATH DE number 1275540 |
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Upper functions for plane Brownian windings (English)
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8 November 1999
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The author presents sharp results on the upper functions for the windings of planar Brownian motion. He considers total windings, big windings and windings in an annulus. The proofs are based on the skew-product representation of planar Brownian motion and introduce some Borel-Cantelli-type lemmas for certain dependent events. The results obtained complement those of \textit{J. Bertoin} and \textit{W. Werner} [in: Séminaire de Probabilités XXVIII. Lect. Notes Math. 1583, 164-171 (1994; Zbl 0810.60077)], \textit{Z. Shi} [in: ibid., 122-137 (1994; Zbl 0810.60076)] and in particular the recent results of \textit{Z. Shi} [Ann. Probab. 26, 112-131 (1998)].
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continuous local martingales
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Markov moments
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windings of planar random process
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Brownian windings
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windings in an annulus
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0.8258597254753113
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0.8227270245552063
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0.7952488660812378
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