Asymptotic windings of planar Brownian motion revisited via the Ornstein-Uhlenbeck process
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Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/BFb0073842
Reference9 articles.
1. J. Bertoin and W. Werner, ‘Comportement asymptotique du nombre de tours effectués par la trajectoire brownienne plane', Séminaire de Probabilités XXVIII, Lect. Notes in Math., Springer (1994).
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3. K.L. Chung, ‘On the maximum partial sums of sequences of independent random variables', Trans. Amer. Math. Soc. 64 (1948) 205–233.
4. R. Durrett, ‘A new proof of Spitzer's result on the winding of two-dimensional Brownian motion', Ann. Probab. 10 (1982) 244–246.
5. R. Durrett, ‘Brownian motion and martingales in analysis', Wadsworth (1984).
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