6 research outputs found
On Hitting Times of the Winding Processes of Planar Brownian Motion and of Ornstein--Uhlenbeck Processes via Bougerol's identity
Full text linkExplicit formulae in probability and in statistical physics
Get PDFWe consider two aspects of Marc Yor's work that have had an impact in
statistical physics: firstly, his results on the windings of planar Brownian
motion and their implications for the study of polymers; secondly, his theory
of exponential functionals of Levy processes and its connections with
disordered systems. Particular emphasis is placed on techniques leading to
explicit calculations.Comment: 14 pages, 2 figures. To appear in Seminaire de Probabilites, Special
Issue Marc Yo
