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