Abstract
Problems of sharp geometry of multidimensional Brownian curves and close problems for random walks are widely studied at present. Important results were obtained in the branch of studying the asymptotics of the functionals of winding angle type of the planar Brownian motion Zt, t 0 (see, for example, Messulam and Yor (1982), Lyons and McKean (1984), Pitman and Yor (1986, 1989), Bertoin and Werner (1993) and Shi (1994, 1995). Limit theorems of various types for the winding angle Ot were obtained, most of them dealing with the windings of the process Zt around the origin or around another Brownian particle, independent of the first one. Following the work of Bertoin and Werner and of Shi, we try to study lim inf-lim sup behaviour of the following functionals:
Sign-in/Register to access full text options 
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
