L\'evy area without approximation
Probability
2021-03-01 v4
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.
Cite
@article{arxiv.2101.03992,
title = {L\'evy area without approximation},
author = {Isao Sauzedde},
journal= {arXiv preprint arXiv:2101.03992},
year = {2021}
}