Windings of planar stable processes
نویسنده
چکیده
Using a generalization of the skew-product representation of planar Brownian motion and the analogue of Spitzer’s celebrated asymptotic Theorem for stable processes due to Bertoin and Werner, for which we provide a new easy proof, we obtain some limit Theorems for the exit time from a cone of stable processes of index α ∈ (0, 2). We also study the case t → 0 and we prove some Laws of the Iterated Logarithm (LIL) for the (well-defined) winding process associated to our planar stable process. AMS 2010 subject classification: Primary: 60G52, 60G51, 60F05, 60J65; secondary: 60E07, 60B12, 60G18.
منابع مشابه
Uperieure S Ormale N Ecole Stable Windings Stable Windings Stable Windings
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