Winding and intersection of Brownian motions
Winding and intersection of Brownian motions
复制标题
布朗运动的缠绕和交叉
DOI:
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发表时间:
2021
期刊:
影响因子:
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通讯作者:
Isao Sauzedde
中科院分区:
文献类型:
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作者:
Isao Sauzedde
We study the set of points Dn,n around which two independent Brownian motions both wind at least n times. We prove that its area is asymptotically equivalent, in L and almost surely, to l(R ) 4πn , where l is the intersection measure of the two trajectories. We also prove that the properly scaled Lebesgue measure carried by Dn,n converges in some sense toward l.
DOI:
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发表时间:
2023
期刊:
ALEA, Lat. Am. J. Probab. Math. Stat.
影响因子:
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作者:
Sauzedde, Isao
通讯作者:
Sauzedde, Isao