LÉVY AREA WITHOUT APPROXIMATION - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2021

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.
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Dates et versions

hal-03107197 , version 1 (12-01-2021)

Identifiants

  • HAL Id : hal-03107197 , version 1

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Isao Sauzedde. LÉVY AREA WITHOUT APPROXIMATION. 2021. ⟨hal-03107197⟩
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