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Windings of planar stable processes.

par Vakeroudis, Stavros ;Doney, Ron
Référence Séminaire de probabilités, 45
Publication Publié, 2013

Article révisé par les pairs

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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 α ∈ (0, 2). We also study the case t → 0 and we prove some Laws of the Iterated Logarithm (LIL) for the (well-defined) winding process associated to our planar stable process.