Almost sure asymptotic behaviour of the number of windings of the Brownian motion of a compact Riemannian manifold of dimension 2 or 3 (Q1897522)
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English | Almost sure asymptotic behaviour of the number of windings of the Brownian motion of a compact Riemannian manifold of dimension 2 or 3 |
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Almost sure asymptotic behaviour of the number of windings of the Brownian motion of a compact Riemannian manifold of dimension 2 or 3 (English)
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5 October 1995
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Let \(M\) be a connected and compact smooth Riemannian manifold of dimension 2 and let \(X\) be a Brownian motion on \(M\). For a closed differential form \(\omega\) on \(M\) with a finite set of singularities we define \[ N_t = {1\over t} \int^t_0 \omega (X_s), \] where the integral is the Stratonovich integral along the paths of \(X\). Then for an increasing deterministic function \(f\) the following holds. We have \(\text{limsup} |N_t|/f(t) = 0\) or \(\infty\) if and only if \(\int^\infty \text{dt}/f(t) < \infty\) or \(\infty\). A generalization to the dimension 3 is also given.
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winding of the Brownian motion
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Riemannian manifold
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