EconPapers    
Economics at your fingertips  
 

Enroulements asymptotiques du mouvement brownien autour de lacets dans une variété riemannienne compacte de dimension 3

J. Franchi

Stochastic Processes and their Applications, 1994, vol. 52, issue 2, 251-272

Abstract: Résumé Soient M une variété riemannienne compacte de dimension 3, X son mouvement brownien, une sous-variété compacte de codimension 2, et [omega] une 1-forme fermée sur M' = M'; alors l'intégrale de Stratonovitch t-1 [integral operator]0t[omega](Xs) converge en loi vers une variable de Cauchy.

Keywords: Brownian; motion; Stochastic; integral; Limit; in; law; Winding; numbers; Differential; form; Riemannian; manifold; Green; function (search for similar items in EconPapers)
Date: 1994
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(94)90028-0
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:52:y:1994:i:2:p:251-272

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 ().

 
Page updated 2025-03-19
Handle: RePEc:eee:spapps:v:52:y:1994:i:2:p:251-272