Self-intersection local times of random fields in stochastic flows.
Self-intersection local times of random fields in stochastic flows.
复制标题
随机流中随机场的自交局部时间。
DOI：
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发表时间：
2019
期刊：
影响因子：
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通讯作者：
O. Izyumtseva
中科院分区：
文献类型：
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作者：
A. Dorogovtsev;A. Gnedin;O. Izyumtseva
本文研究了平面上随机流对高斯场的变换。随机流是具有相互作用方程的解，它的系数取决于场的占据量。考虑具有任意多重自交局部时间的非光滑高斯场。本文证明了变换域的自交局部时的存在性，并研究了其渐近性。
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.