Abstract
We present a method leading to a number of results on upper functions for such functionals as winding angles or radius vectors of planar processes.
Citation
Eugene A. Dorofeev. "Upper functions for plane Brownian windings." Bernoulli 4 (4) 461 - 475, Dec 1998.
Information
Published: Dec 1998
First available in Project Euclid: 14 March 2007
zbMATH: 0924.60068
MathSciNet: MR1679793
Keywords:
continuous local martingales
,
Markov moments
,
windings of planar random process
Rights: Copyright © 1998 Bernoulli Society for Mathematical Statistics and Probability
