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

Authors
FRANCHI J
Citation
J. Franchi, ASYMPTOTIC WINDINGS OF BROWNIAN-MOTION IN A COMPACT RIEMANN MANIFOLD OF DIMENSION-3, Stochastic processes and their applications, 52(2), 1994, pp. 251-272
Citations number
20
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Stochastic processes and their applications → ACNP
ISSN journal
03044149
Volume
52
Issue
2
Year of publication
1994
Pages
251 - 272
Database
ISI
SICI code
0304-4149(1994)52:2<251:AWOBIA>2.0.ZU;2-9
Abstract
Let M be a Riemannian compact manifold of dimension 3, X its Brownian motion, ($) over cap M a compact submanifold of codimension 2, and ome ga a closed 1-form on M' = M\($) over cap M; then the Stratonovitch in tegral t(-1) integral(0)(t) omega(X(s)) converges in law towards a Cau chy variable.