ASYMPTOTIC SINGULAR WINDINGS OF ERGODIC DIFFUSIONS

Authors
Citation
J. Franchi, ASYMPTOTIC SINGULAR WINDINGS OF ERGODIC DIFFUSIONS, Stochastic processes and their applications, 62(2), 1996, pp. 277-298
Citations number
19
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
03044149
Volume
62
Issue
2
Year of publication
1996
Pages
277 - 298
Database
ISI
SICI code
0304-4149(1996)62:2<277:ASWOED>2.0.ZU;2-M
Abstract
Let M be a complete connected oriented Riemannian manifold of dimensio n n greater than or equal to 3; let X be a symmetrizable ergodic diffu sion on M; let L be an oriented compact submanifold of M, of codimensi on 2; let N-t be the linking number between L and X[0, t]; then t(-1) N-t converges in law towards a Cauchy variable, whose parameter is cal culated; this result is extended mainly to the stochastic bridge, to t he finite marginals of the processes (X(rt), t(-1) N-rt) and to the in tegral along X [0, t] of omega is an element of H-1(M\L)/H-1(M).