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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| Date: | 2017 |
|---|---|
| Main Authors: | Fomichev, V. V., Фомичев, В. В. |
| Format: | Article |
| Language: | Russian |
| Published: |
Institute of Mathematics, NAS of Ukraine
2017
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/1736 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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