ASYMPTOTIC WINDINGS OF BROWNIAN-MOTION IN A COMPACT RIEMANN MANIFOLD OF DIMENSION-3

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:52

Article

关键词: BROWNIAN MOTION;    STOCHASTIC INTEGRAL;    LIMIT IN LAW;    WINDING NUMBERS;    DIFFERENTIAL FORM;    RIEMANNIAN MANIFOLD;    GREEN FUNCTION;   

DOI  :  10.1016/0304-4149(94)90028-0

来源: Elsevier

【 摘 要 】

Let M be a Riemannian compact manifold of dimension 3, X its Brownian motion, ($) over cap M a compact submanifold of codimension 2, and omega a closed 1-form on M' = M\($) over cap M; then the Stratonovitch integral t(-1) integral(0)(t) omega(X(s)) converges in law towards a Cauchy variable.

【 授权许可】

Free