{"title":"Lévy area without approximation","authors":"Isao Sauzedde","doi":"10.1214/21-aihp1230","DOIUrl":null,"url":null,"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 Lévy area which does not rely on approximations of the Brownian path. It also does not depend on the metric structure on the plane.","PeriodicalId":42884,"journal":{"name":"Annales de l Institut Henri Poincare D","volume":"97 1","pages":""},"PeriodicalIF":1.4000,"publicationDate":"2021-01-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annales de l Institut Henri Poincare D","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1214/21-aihp1230","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"PHYSICS, MATHEMATICAL","Score":null,"Total":0}
引用次数: 5
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 Lévy area which does not rely on approximations of the Brownian path. It also does not depend on the metric structure on the plane.
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