Windings of Planar Stable Processes
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Publication:2865110
DOI10.1007/978-3-319-00321-4_10zbMath1290.60053arXiv1203.3739MaRDI QIDQ2865110
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Publication date: 28 November 2013
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.3739
Lévy processes; stable processes; planar Brownian motion; Spitzer's theorem; Lamperti's relation; exit time from a cone; skew-product representation; windings; law of iterated logarithm (LIL) for small times
60G51: Processes with independent increments; Lévy processes
60F05: Central limit and other weak theorems
60J65: Brownian motion
60G52: Stable stochastic processes
Related Items
Windings of planar processes, exponential functionals and Asian options, The winding of stationary Gaussian processes, Stable windings at the origin, A lifetime of excursions through random walks and Lévy processes, Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion, On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process
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