On the windings of complex-valued Ornstein-Uhlenbeck processes driven by a Brownian motion and by a stable process (Q2804009)
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scientific article; zbMATH DE number 6574558
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| English | On the windings of complex-valued Ornstein-Uhlenbeck processes driven by a Brownian motion and by a stable process |
scientific article; zbMATH DE number 6574558 |
Statements
On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process (English)
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27 April 2016
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complex-valued Ornstein-Uhlenbeck process
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planar Brownian motion
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windings
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skew-product representation
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exit time from a cone
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Spitzer's theorem
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stochastic differential equations
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Bougerol's identity in law
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limit theorems
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radial and angular process
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big and small windings
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Lévy processes
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stable processes
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isotropic Markov processes
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subordination
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Ornstein-Uhlenbeck processes driven by a stable process
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0.7958451509475708
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0.7787296772003174
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0.7781832814216614
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0.748752236366272
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