Level-crossing intensity for the density of the image of the Lebesgue measure under the action of a Brownian stochastic flow
We compute the level-crossing intensity for the density of the image of the Lebesgue measure under the action of a Brownian stochastic flow, which is a smooth approximation of the Arratia flow, and determine its asymptotic behavior as the height of the level tends to infinity.
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| Datum: | 2017 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Russisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2017
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/1736 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | We compute the level-crossing intensity for the density of the image of the Lebesgue measure under the action of a
Brownian stochastic flow, which is a smooth approximation of the Arratia flow, and determine its asymptotic behavior as
the height of the level tends to infinity. |
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