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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. 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

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.

UDC: 519.2

Received: 10.12.1995


 English version:
Journal of Mathematical Sciences (New York), 1999, 93:3, 321–335

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