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Rate of explosion of the Amperean area of the planar Brownian loop

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Séminaire de Probabilités XXVIII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1583))

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Abstract

We study the asymptotic behaviour of approximations of the Amperean area (i.e. the integral of the squared index function) of the Brownian loop, which is almost surely infinite.

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Jacques Azéma Marc Yor Paul André Meyer

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© 1994 Springer-Verlag

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Werner, W. (1994). Rate of explosion of the Amperean area of the planar Brownian loop. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVIII. Lecture Notes in Mathematics, vol 1583. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0073843

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  • DOI: https://doi.org/10.1007/BFb0073843

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-58331-8

  • Online ISBN: 978-3-540-48656-5

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