2017
Том 69
№ 9

All Issues

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

Fomichev V. V.


Abstract

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.

Citation Example: Fomichev V. V. Level-crossing intensity for the density of the image of the Lebesgue measure under the action of a Brownian stochastic flow // Ukr. Mat. Zh. - 2017. - 69, № 6. - pp. 803-822.