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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Bibliographic Details
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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Ukrains’kyi Matematychnyi Zhurnal