Lévy area without approximation

Isao Sauzedde

Published 2021-01-11Version 1

We give asymptotic estimations on the area of the sets of points with large Brownian winding, and study the average winding between a planar Brownian motion and a Poisson point process of large intensity on the plane. This allows us to give a new definition of the L\'evy area which does not rely on approximations of the Brownian path. It also does not depend on the metric structure on the plane.