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Zapiski Nauchnykh Seminarov POMI, 1996, Volume 228, Pages 111–134 (Mi znsl3697)  
Upper and lower functions for plane Brownian windings

E. A. Dorofeev

Saint-Petersburg State Electrotechnical University
Full-text PDF (692 kB)
Abstract: One of the most rapidly growing fields in studies of random processes is asymptotics of multidimensional Wiener functionals, including such functionals as winding angles or radius-vectors of plane processes. We present a new method leading to the large number of results on upper and lower functions for such functionals. Bibl. 23 titles.
Received: 10.12.1995
English version:
Journal of Mathematical Sciences (New York), 1999, Volume 93, Issue 3, Pages 321–335
DOI: https://doi.org/10.1007/BF02364816
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: E. A. Dorofeev, “Upper and lower functions for plane Brownian windings”, Probability and statistics. Part 1, Zap. Nauchn. Sem. POMI, 228, POMI, St. Petersburg, 1996, 111–134; J. Math. Sci. (New York), 93:3 (1999), 321–335
Citation in format AMSBIB
\Bibitem{Dor96}
\by E.~A.~Dorofeev
\paper Upper and lower functions for plane Brownian windings
\inbook Probability and statistics. Part~1
\serial Zap. Nauchn. Sem. POMI
\yr 1996
\vol 228
\pages 111--134
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl3697}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1449851}
\zmath{https://zbmath.org/?q=an:0931.60023}
\transl
\jour J. Math. Sci. (New York)
\yr 1999
\vol 93
\issue 3
\pages 321--335
\crossref{https://doi.org/10.1007/BF02364816}
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