Winding of planar Brownian curves

, and

Published under licence by IOP Publishing Ltd
, , Citation A Comtet et al 1990 J. Phys. A: Math. Gen. 23 3563 DOI 10.1088/0305-4470/23/15/027

0305-4470/23/15/3563

Abstract

The authors compute the joint probability for a closed Brownian curve to wind n times around a prescribed point and to enclose a given algebraic area. An estimate from below of the arithmetic area is obtained.

Export citation and abstract BibTeX RIS

10.1088/0305-4470/23/15/027