Winding numbers for 2-dimensional, positive recurrent diffusions
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Publication:1320301
DOI10.1007/BF01053432zbMath0799.60071MaRDI QIDQ1320301
Jochen Geiger, Götz-Dietrich Kersting
Publication date: 7 November 1994
Published in: Potential Analysis (Search for Journal in Brave)
asymptotic distributionBrownian motiondiffusion processwinding numberCauchy distributiontransformed polar coordinate process
Central limit and other weak theorems (60F05) Diffusion processes (60J60) Stochastic integrals (60H05)
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Cites Work
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- Étude asymptotique de certains mouvements browniens complexes avec drift
- Asymptotic laws of planar Brownian motion
- On D. Williams' “Pinching Method” and Some Applications
- Functional Integration and Partial Differential Equations. (AM-109)
- Asymptotic stability and spiraling properties for solutions of stochastic equations
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