Lévy area without approximation

Lévy area without approximation
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无近似的 Lévy 面积

DOI:
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发表时间:
2021
影响因子:
1.5
通讯作者:
Isao Sauzedde
Isao Sauzedde
中科院分区:
数学2区
文献类型:
--
作者:
Isao Sauzedde

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给出了具有大布朗缠绕的点集面积的渐近估计,并研究了平面布朗运动与平面上大强度Poisson点过程之间的平均缠绕。这使得我们可以给出一个新的L面积的定义,它不依赖于布朗路径的近似。它也不依赖于平面上的度规结构。
We give asymptotic estimations on the area of the sets of points with large Brownian winding, and study the average winding between a planar Brownian motion and a Poisson point process of large intensity on the plane. This allows us to give a new definition of the Lévy area which does not rely on approximations of the Brownian path. It also does not depend on the metric structure on the plane.