Self-intersection local times of random fields in stochastic flows
Autor: | Dorogovtsev, Andrey, Gnedin, Alexander, Izyumtseva, Olga |
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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: |
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