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Pré-Publication, Document De Travail Année : 2012

Windings of planar stable processes

Résumé

Using a generalization of the skew-product representation of planar Brownian motion and the analogue of Spitzer's celebrated asymptotic Theorem for stable processes due to Bertoin and Werner, for which we provide a new easy proof, we obtain some limit Theorems for the exit time from a cone of stable processes of index $\alpha\in(0,2)$. We also study the case $t\rightarrow0$ and we prove some Laws of the Iterated Logarithm (LIL) for the (well-defined) winding process associated to our planar stable process.
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Dates et versions

hal-00679710 , version 1 (16-03-2012)
hal-00679710 , version 2 (06-11-2012)
hal-00679710 , version 3 (22-12-2012)

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Ron A. Doney, Stavros Vakeroudis. Windings of planar stable processes. 2012. ⟨hal-00679710v3⟩
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