Lévy area without approximation
Lévy area without approximation
复制标题
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
中科院分区:
文献类型:
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作者:
Isao Sauzedde
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.