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arXiv · 2101.03992

L\'evy area without approximation

Isao Sauzedde
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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.

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Isao Sauzedde. 2021-01-11. L\'evy area without approximation. https://arxiv.org/abs/2101.03992

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