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arXiv 2101.03992math.PR
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无近似Lévy面积

Lévy area without approximation

Isao Sauzedde

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。

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