Poisson point processes,excursions and stable processes in two-dimensional structures |
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| Authors: | Wendelin Werner |
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| Institution: | Université Paris-Sud 11, Laboratoire de Mathématiques, Bât. 425, 91405 Orsay cedex, France; Ecole Normale Supérieure, Département de Mathématiques et Applications, 45, rue d’Ulm, 75230 Paris cedex 05, France |
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| 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. |
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| Keywords: | 60G55 60G18 60J55 60J60 60J65 60J67 |
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