Upper and lower functions for plane Brownian windings
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 1, Tome 228 (1996), pp. 111-134
Voir la notice de l'article provenant de la source Math-Net.Ru
One of the most rapidly growing fields in studies of random processes is asymptotics of multidimensional Wiener functionals, including such functionals as winding angles or radius-vectors of plane processes. We present a new method leading to the large number of results on upper and lower functions for such functionals. Bibl. 23 titles.
@article{ZNSL_1996_228_a9,
author = {E. A. Dorofeev},
title = {Upper and lower functions for plane {Brownian} windings},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {111--134},
publisher = {mathdoc},
volume = {228},
year = {1996},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1996_228_a9/}
}
E. A. Dorofeev. Upper and lower functions for plane Brownian windings. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 1, Tome 228 (1996), pp. 111-134. http://geodesic.mathdoc.fr/item/ZNSL_1996_228_a9/