Integration and stochastic integration in Gaussian multiplicative chaos
Abstract
We show that for $\gamma<\sqrt{4/3}$, it is possible to define the Levy area of a planar Brownian motion with the Liouville measure of intermittency parameter $\gamma$ as the underlying area measure. We also consider the case of smoother curves, and study some properties of the integration map thus defined.
- Publication:
-
arXiv e-prints
- Pub Date:
- May 2021
- DOI:
- arXiv:
- arXiv:2105.01232
- Bibcode:
- 2021arXiv210501232S
- Keywords:
-
- Mathematics - Probability;
- 60D05;
- 60H05