Self-intersection local times of random fields in stochastic flows
Probability
2019-10-25 v2
Abstract
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.
Cite
@article{arxiv.1910.09492,
title = {Self-intersection local times of random fields in stochastic flows},
author = {Andrey Dorogovtsev and Alexander Gnedin and Olga Izyumtseva},
journal= {arXiv preprint arXiv:1910.09492},
year = {2019}
}