Integration and stochastic integration in Gaussian multiplicative chaos

MaRDI QIDQ6366751zbMATH OpenFDO

Authors Isao Sauzedde

Publication date 3 May 2021

Mathematics Subject Classification ID

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

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.

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