Article ID Journal Published Year Pages File Type
1156928 Stochastic Processes and their Applications 2010 17 Pages PDF
Abstract

Itô’s contributions lie at the root of stochastic calculus and of the theory of excursions. These ideas are also very useful in the study of conformally invariant two-dimensional structures, via conformal loop ensembles, excursions of Schramm–Loewner evolutions and Poisson point processes of Brownian loops.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
,