Brownian winding fields

2018/11/07 by Yves Le Jan, Jan, Yves Le
Economics, Econometrics and Finance · #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1811.02737

openalex publication_date 2018/11/07 · openalex created_date 2024/04/11 · openalex updated_date 2026/07/28

Abstract

The purpose of the present note is to review and improve the convergence of the renormalized winding fields.

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