Asymptotic laws of planar Brownian motion

DOI10.1214/aop/1176992436zbMath0607.60070MaRDI QIDQ1085526

Marc Yor, Jim W. Pitman

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992436

zbMATH Keywords

additive functionals; planar Brownian motion; Knight's theorem; windings about points of the plane

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60J65: Brownian motion

60G44: Martingales with continuous parameter

60H05: Stochastic integrals

60J55: Local time and additive functionals

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