Enlacements du Mouvement Brownien Autour Des Courbes de L'Espace

DOI10.2307/2001484MaRDI QIDQ3472946zbMATH OpenOpenAlexFDO

Authors J.-F. Le Gall, Marc Yor

Publication date 1990

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2001484

zbMATH Keywords

limit theoremssemimartingalesstochastic calculuswinding numbersCauchy-distributed random variablewinding numbers of a planar Brownian motion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Local time and additive functionals (60J55)

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Cited in

(24)

• Some calculations for doubly perturbed Brownian motion
• Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero
• Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
• Asymptotic windings of Brownian motion around the windings in a compact Riemannian variety of dimension 3
• Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients
• Ray-Knight theorems related to a stochastic flow
• The asymptotic joint distribution of windings of planar Brownian motion
• Large deviations for perturbed reflected diffusion processes
• Doubly perturbed neutral stochastic functional equations
• Doubly perturbed jump-diffusion processes
• Brownian charges around loops
• Rough differential equations containing path-dependent bounded variation terms
• Winding of planar Brownian curves
• Rate of convergence of the perturbed diffusion process to its unperturbed limit
• Smooth densities of the laws of perturbed diffusion processes
• Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes
• The averaging method for doubly perturbed distribution dependent SDEs
• Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\)
• Lévy area without approximation
• An analytical bound on the asymmetry of a section of a typical three‐dimensional brownian path
• The correlated linking numbers of a Brownian loop with two arbitrary curves
• Stable windings at the origin
• Approximate solutions for a class of doubly perturbed stochastic differential equations
• Asymptotic singular windings of ergodic diffusions

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