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 :
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