Asymptotic singular windings of ergodic diffusions

J. Franchi

Stochastic Processes and their Applications, 1996, vol. 62, issue 2, 277-298

Abstract: Let M be a complete connected oriented Riemannian manifold of dimension n [greater-or-equal, slanted] 3; let X be a symmetrizable ergodic diffusion on M; let y be an oriented compact submanifold of M, of codimension 2; let Nt be the linking number between y and X [0, t]; then t-1 Nt converges in law towards a Cauchy variable, whose parameter is calculated; this result is extended mainly to the stochastic bridge, to the finite marginals of the processes (Xrt, t-1 Nrt), and to the integral along X[0, t] of [omega] [epsilon] H1 (M/y)/H1 (M).

Keywords: Ergodic; diffusion; Riemannian; manifold; Winding; numbers; Stochastic; line; integrals; asymptotic; law (search for similar items in EconPapers)
Date: 1996
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(96)82954-1
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:62:y:1996:i:2:p:277-298

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 ().