Poisson point processes, excursions and stable processes in two-dimensional structures

Wendelin Werner

Stochastic Processes and their Applications, 2010, vol. 120, issue 5, 750-766

Abstract: Itô's contributions lie at the root of stochastic calculus and of the theory of excursions. These ideas are also very useful in the study of conformally invariant two-dimensional structures, via conformal loop ensembles, excursions of Schramm-Loewner evolutions and Poisson point processes of Brownian loops.

Keywords: Excursions; Poisson; point; processes; Brownian; motion; Bessel; processes; Schramm-Loewner; evolutions; Conformal; loop; ensembles; Loop; soups (search for similar items in EconPapers)
Date: 2010
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(10)00023-2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:120:y:2010:i:5:p:750-766

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().