Level-crossing intensity for the density of the image of Lebesgue measure under the action of a Brownian stochastic flow

DOI10.1007/S11253-017-1405-8zbMath1499.60237arXiv1704.00309OpenAlexW2625407475MaRDI QIDQ1729646

Vasily V. Fomichev

Publication date: 27 February 2019

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.00309

Mathematics Subject Classification ID

Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Stochastic integral equations (60H20)

Cites Work

• Coalescing and noncoalescing stochastic flows in \(R_ 1\)
• Extremes and related properties of random sequences and processes
• On excursion sets, tube formulas and maxima of random fields.
• Discrete time approximation of coalescing stochastic flows on the real line
• Level Sets and Extrema of Random Processes and Fields
• Reflections on Rice's Formulae for Level Crossings - History, Extensions and Use
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