Self-intersection local times of random fields in stochastic flows

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
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