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Poisson point processes, excursions and stable processes in two-dimensional structures

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  • Werner, Wendelin

Abstract

Itô's contributions lie at the root of stochastic calculus and of the theory of excursions. These ideas are also very useful in the study of conformally invariant two-dimensional structures, via conformal loop ensembles, excursions of Schramm-Loewner evolutions and Poisson point processes of Brownian loops.

Suggested Citation

  • Werner, Wendelin, 2010. "Poisson point processes, excursions and stable processes in two-dimensional structures," Stochastic Processes and their Applications, Elsevier, vol. 120(5), pages 750-766, May.
    • Handle: RePEc:eee:spapps:v:120:y:2010:i:5:p:750-766
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