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Asymptotic singular windings of ergodic diffusions


  • Franchi, J.


Let M be a complete connected oriented Riemannian manifold of dimension n [greater-or-equal, slanted] 3; let X be a symmetrizable ergodic diffusion on M; let y be an oriented compact submanifold of M, of codimension 2; let Nt be the linking number between y and X [0, t]; then t-1 Nt converges in law towards a Cauchy variable, whose parameter is calculated; this result is extended mainly to the stochastic bridge, to the finite marginals of the processes (Xrt, t-1 Nrt), and to the integral along X[0, t] of [omega] [epsilon] H1 (M/y)/H1 (M).

Suggested Citation

  • Franchi, J., 1996. "Asymptotic singular windings of ergodic diffusions," Stochastic Processes and their Applications, Elsevier, vol. 62(2), pages 277-298, July.
  • Handle: RePEc:eee:spapps:v:62:y:1996:i:2:p:277-298

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    References listed on IDEAS

    1. Franchi, J., 1994. "Enroulements asymptotiques du mouvement brownien autour de lacets dans une variété riemannienne compacte de dimension 3," Stochastic Processes and their Applications, Elsevier, vol. 52(2), pages 251-272, August.
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