无近似Lévy面积
Lévy area without approximation
摘要:
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具有大强度的Poisson点过程之间的平均缠绕.这使我们能够给出一个新的定义的Lévy面积不依赖于近似的布朗路径。
英文摘要:
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.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。