ASYMPTOTIC WINDINGS OF BROWNIAN-MOTION IN A COMPACT RIEMANN MANIFOLD OF DIMENSION-3
[摘要] Let M be a Riemannian compact manifold of dimension 3, X its Brownian motion, ($) over cap M a compact submanifold of codimension 2, and omega a closed 1-form on M' = M\($) over cap M; then the Stratonovitch integral t(-1) integral(0)(t) omega(X(s)) converges in law towards a Cauchy variable.
[发布日期] 1994-08-01 [发布机构]
[效力级别] [学科分类]
[关键词] BROWNIAN MOTION;STOCHASTIC INTEGRAL;LIMIT IN LAW;WINDING NUMBERS;DIFFERENTIAL FORM;RIEMANNIAN MANIFOLD;GREEN FUNCTION [时效性]
