3 papers
math.PR2021
Integration and stochastic integration in Gaussian multiplicative chaos
Isao Sauzedde
We show that for , it is possible to define the Levy area of a planar Brownian motion with the Liouville measure of intermittency parameter as the underlying area…
math.PR2021
Lévy area without approximation
Isao Sauzedde
We give asymptotic estimations on the area of the sets of points with large Brownian winding, and study the average winding between a planar Brownian motion and a Poisson point pro…
math.PR2021
Planar Brownian motion winds evenly along its trajectory
Isao Sauzedde
Let be the set of points around which a planar Brownian motion winds at least times. We prove that the random measure on the plane with density with respec…