Integration and stochastic integration in Gaussian multiplicative chaos

arXiv2105.01232MaRDI QIDQ6366751FDOQ6366751

Isao Sauzedde

Publication date: 3 May 2021

Abstract: We show that for $gamma<sqrt4/3$, 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.

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Stochastic integrals (60H05)

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