On windings of multidimensional reflected brownian motion

DOI10.1080/17442509508834030MaRDI QIDQ4357825zbMATH OpenOpenAlexFDO

Authors Wendelin Werner, Ellen H. Toby

Publication date 28 September 1997

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509508834030

zbMATH Keywords

reflected Brownian motionwindings

Mathematics Subject Classification ID

Brownian motion (60J65)

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• On the large-deviation principle for the winding angle of a Brownian trajectory around the origin
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• Winding of a Brownian particle around a point vortex
• Long time asymptotics of heat kernels and Brownian winding numbers on manifolds with boundary

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