Self-intersection local times of random fields in stochastic flows

Andrey Dorogovtsev; Alexander Gnedin; Olga Izyumtseva

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arXiv · 1910.09492

Self-intersection local times of random fields in stochastic flows

Andrey Dorogovtsev·Alexander Gnedin·Olga Izyumtseva

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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.

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Andrey Dorogovtsev, Alexander Gnedin, Olga Izyumtseva. 2019-10-21. Self-intersection local times of random fields in stochastic flows. https://arxiv.org/abs/1910.09492

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