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Lévy area without approximation

Published 11 Jan 2021 in math.PR | (2101.03992v4)

Abstract: We give asymptotic estimations on the area of the sets of points with large Brownian winding, and study the average winding between a planar Brownian motion and a Poisson point process of large intensity on the plane. This allows us to give a new definition of the L\'evy area which does not rely on approximations of the Brownian path.

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Authors (1)

  1. Isao Sauzedde 

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