Stable windings

DOI10.1214/AOP/1065725181MaRDI QIDQ2565356zbMATH OpenOpenAlexFDO

Authors Wendelin Werner, Jean Bertoin

Publication date 4 August 1997

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1065725181

zbMATH Keywords

asymptotic propertySkorokhod topologystable random walkstationary independent incrementswinding number

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Sums of independent random variables; random walks (60G50) Markov processes (60J99)

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Cited in

(16)

• Windings of Brownian motion and random walks in the plane
• Stable windings at the origin
• Self-similar processes with independent increments associated with Lévy and Bessel processes.
• Recurrence and windings of two revolving random walks
• Shiga-Watanabe's time inversion property for self-similar diffusion processes
• Markovian bridges: weak continuity and pathwise constructions
• On the windings of complex-valued Ornstein-Uhlenbeck processes driven by a Brownian motion and by a stable process
• Windings of planar stable processes
• Stable Lévy processes, self-similarity and the unit ball
• Entrance laws at the origin of self-similar Markov processes in high dimensions
• Windings of planar processes, exponential functionals and Asian options
• Windings of the stable Kolmogorov process
• Isotropic self-similar Markov processes
• scientific article; zbMATH DE number 4188929 (Why is no real title available?)
• Winding number for stationary Gaussian processes using real variables
• Spatial growth-fragmentations and excursions from hyperplanes

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