Integration and stochastic integration in Gaussian multiplicative chaos
Probability
2021-05-05 v1
Abstract
We show that for , it is possible to define the Levy area of a planar Brownian motion with the Liouville measure of intermittency parameter as the underlying area measure. We also consider the case of smoother curves, and study some properties of the integration map thus defined.
Cite
@article{arxiv.2105.01232,
title = {Integration and stochastic integration in Gaussian multiplicative chaos},
author = {Isao Sauzedde},
journal= {arXiv preprint arXiv:2105.01232},
year = {2021}
}