Windings of Brownian motion

schedule le dimanche 27 janvier 2019 de 17h00 à 18h00

Organisé par : G. Conchon--Kerjan, F. Coppini, B. Dembin

Intervenant : Isao Sauzedde (LPSM)
Lieu : Sophie Germain - Salle 1016

Sujet : Windings of Brownian motion

Résumé :

The study of windings of Brownian Motion around points (in R²) and curves (in R³) is an old subject and results have only been obtained asymptotically. In this talk, we prove the classical result of Spitzer about the planar case. After an introduction about topology in dimension three, we give a brief bibliographic review of the topic, and define some (non asymptotic) "moments" that are explicitly computable.