Title of article
Asymptotic singular windings of ergodic diffusions
Author/Authors
Franchi، نويسنده , , J، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
22
From page
277
To page
298
Abstract
Let M be a complete connected oriented Riemannian manifold of dimension n ⩾ 3; let X be a symmetrizable ergodic diffusion on M; let y be an oriented compact submanifold of M, of codimension 2; let Nt be the linking number between y and X [0, t]; then t−1 Nt converges in law towards a Cauchy variable, whose parameter is calculated; this result is extended mainly to the stochastic bridge, to the finite marginals of the processes (Xrt, t−1 Nrt), and to the integral along X[0, t] of ω ϵ H1 (M/y)/H1 (M).
Keywords
Ergodic diffusion , Stochastic line integrals , Winding numbers , asymptotic law , Riemannian manifold
Journal title
Stochastic Processes and their Applications
Serial Year
1996
Journal title
Stochastic Processes and their Applications
Record number
1575893
Link To Document