| Autor: |
Dorogovtsev, Andrey, Gnedin, Alexander, Izyumtseva, Olga |
| Rok vydání: |
2019 |
| Předmět: |
|
| Druh dokumentu: |
Working Paper |
| Popis: |
In this article we study transformations of Gaussian field by stochastic flow on the plane. A stochastic flow is a solution to the equation with interaction whose coefficients depend on the occupation measure of the field. We consider nonsmooth Gaussian field, which has self-intersection local times of any multiplicity. In the article we prove the existence of self-intersection local times for the transformed field and study its asymptotics. |
| Databáze: |
arXiv |
| Externí odkaz: |
|
