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The asymptotic joint distribution of windings of planar Brownian motion
Author(s):
J. W.
Pitman;
M.
Yor
Journal:
Bull. Amer. Math. Soc.
10
(1984),
109-111.
MSC (1980):
Primary 60J65
MathSciNet review:
722863
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References:
- [B] D. Burkholder, Distribution function inequalities for martingales, Ann. Probab. 1 (1973), 19-42. MR 365692
- [IM] K. Ito and H. P. McKean, Diffusion processes and their sample paths, Springer-Verlag, 1965.
- [K] F. B. Knight, A reduction of continuous square-integrable martingales to Brownian motion, Lecture Notes in Math., vol. 190, Springer-Verlag, 1971. MR 370741
- [LM] T. Lyons and H. P. McKean, Winding of the plane Brownian motion (to appear). MR 740582
- [MY] P. Messulam and M. Yor, On D. Williams' "Pinching method" and some applications, J. London Math. Soc. (2) 26 (1982), 348-364. MR 675178
- [S] F. Spitzer, Some theorems concerning 2-dimensional Brownian motion, Trans. Amer. Math. Soc. 87 (1958), 187-197. MR 104296
- [W] D. Williams, A simple geometric proof of Spitzer's winding number formula for 2-dimensional Brownian motion, University College, Swansea, 1974, unpublished manuscript.
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Additional Information:
DOI:
10.1090/S0273-0979-1984-15205-4
PII:
S 0273-0979(1984)15205-4
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