On the density of the winding number of planar Brownian motion

DOI10.1007/s10959-012-0462-zzbMath1310.60115arXiv1210.1809OpenAlexW2165733573MaRDI QIDQ471522

Silvana C. García Pire, Stella Brassesco

Publication date: 17 November 2014

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.1809

zbMATH Keywords

asymptotic expansionstransition densitywinding numberlocal limit theoremplanar Brownian motionSpitzer's law

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

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