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1. Planar Brownian motion winds evenly along its trajectory.

Author

Sauzedde, Isao

Subjects
*BROWNIAN motion, *LEBESGUE integral, *MATHEMATICS, *LOCAL times (Stochastic processes)
Abstract

Let DN be the set of points around which a planar Brownian motion winds at least N times. We prove that the random measure on the plane with density 2πN1DN with respect to the Lebesgue measure converges almost surely weakly, as N tends to infinity, towards the occupation measure of the Brownian motion. [ABSTRACT FROM AUTHOR]

Published
2023
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