Une décomposition asymptotique du nombre de tours du mouvement Brownien complexe
Colloque en l'honneur de Laurent Schwartz (Volume 2), Astérisque, no. 132 (1985), pp. 103-126.
@incollection{AST_1985__132__103_0,
     author = {Yor, M.},
     title = {Une d\'ecomposition asymptotique du  nombre de tours du mouvement {Brownien} complexe},
     booktitle = {Colloque en l'honneur de Laurent Schwartz (Volume 2)},
     series = {Ast\'erisque},
     pages = {103--126},
     publisher = {Soci\'et\'e math\'ematique de France},
     number = {132},
     year = {1985},
     mrnumber = {816763},
     zbl = {0583.60077},
     language = {fr},
     url = {http://www.numdam.org/item/AST_1985__132__103_0/}
}
TY  - CHAP
AU  - Yor, M.
TI  - Une décomposition asymptotique du  nombre de tours du mouvement Brownien complexe
BT  - Colloque en l'honneur de Laurent Schwartz (Volume 2)
AU  - Collectif
T3  - Astérisque
PY  - 1985
SP  - 103
EP  - 126
IS  - 132
PB  - Société mathématique de France
UR  - http://www.numdam.org/item/AST_1985__132__103_0/
LA  - fr
ID  - AST_1985__132__103_0
ER  - 
%0 Book Section
%A Yor, M.
%T Une décomposition asymptotique du  nombre de tours du mouvement Brownien complexe
%B Colloque en l'honneur de Laurent Schwartz (Volume 2)
%A Collectif
%S Astérisque
%D 1985
%P 103-126
%N 132
%I Société mathématique de France
%U http://www.numdam.org/item/AST_1985__132__103_0/
%G fr
%F AST_1985__132__103_0
Yor, M. Une décomposition asymptotique du  nombre de tours du mouvement Brownien complexe, dans Colloque en l'honneur de Laurent Schwartz (Volume 2), Astérisque, no. 132 (1985), pp. 103-126. http://www.numdam.org/item/AST_1985__132__103_0/

[1] R. Durrett : A new proof of Spitzer's result on the winding of two dimensional Brownian motion. The Annals of Proba., 10, n° 1, 244-246, 1982. | DOI | MR | Zbl

[2] S. F. Edwards : Statistical mechanics with topological constraints, I. Proc. Phys. Soc, 91, 513-519 (1967). | DOI | Zbl

[3] P. Hartman : Completely monotone families of solutions of n th order linear differential equations and infinitely divisible distributions. Ann. Scuola Norm. Sup. Pisa, IV, vol III (1976), 267-287. | EuDML | Numdam | MR | Zbl

[4] P. Hartman, G. S. Watson : "Normal" distribution functions on spheres and the modified Bessel functions. Ann. Proba. 2, 1974, 593-607. | DOI | MR | Zbl

[5] K. Itô, H. P. Mckean : Diffusion processes and their sample paths. Springer Verlag (1965). | MR | Zbl

[6] P. Messulam, M. Yor : On D. Williams'pinching method and some applications. J. London Math Soc. (2), 26, 1982, 348-364. | DOI | MR | Zbl

[7] J. Neveu : Communication personnelle.

[8] J. W. Pitman : One dimensional Brownian motion and the three dimensional Bessel process. Adv. App. Proba 7 , 511-526, 1975. | DOI | MR | Zbl

[9] J. W. Pitman, M. Yor : Bessel processes and infinitely divisible laws, in : "Stochastic Integrals", ed : D. Williams. Lect. Notes in Maths. 851. Springer (1981). | MR | Zbl

[10] F. Spitzer : Some theorems concerning two-dimensional Brownian motion. Trans. Amer. Math. Soc. 87, 187-197, 1958. | MR | Zbl

[11] S. Watanabe : On time inversion of one-dimensional diffusion processes. Z. Wahr. 31, 115-124 (1975). | DOI | MR | Zbl

[12] D. Williams : Diffusions, Markov processes and Martingales Vol 1. Foundations. J. Wiley (1979). | MR | Zbl

[13] D. Williams : Path decomposition and continuity of local time for one-dimensional diffusions, I. Proc. London Math. Soc. Ser 3, 28, 738-768 (1974). | DOI | MR | Zbl

[14] D. Williams : A simple geometric proof of Spitzer's winding number formula for 2-dimensional Brownian motion. Unpublished manuscript, University College, Swansea, 1974.

[15] M. Yor : Loi de l'indice du lacet Brownien, et distribution de Hartman - Watson. Zeitschrift für Wahr., 53, 71-95 (1980). | DOI | MR | Zbl