The Annals of Probability · 1986 · 163 citations · 0 references
EngineeringMathematicsProbability TheoryStochastic ProcessesBrownian MotionContinuous-time Stochastic ProcessesDiffusion ProcessesRandom WalksStochastic CalculusStochastic Differential EquationsAsymptotic AnalysisAsymptotic Distribution TheoryAsymptotic TheoryBrownian ExcursionMartingale TheoryRandom Time Change
Recent results on the asymptotic distribution of winding and crossing numbers are presented as part of a larger framework of asymptotic laws for planar Brownian motion. The approach is via random time changes, martingale calculus, and excursion theory.