LÉVY AREA WITHOUT APPROXIMATION
Résumé
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 denition 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.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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