Subcritical Gaussian Multiplicative Chaos in the Wiener Space: Construction, Moments and Volume Decay

Rodrigo Bazaes, Isabel Lammers, Chiranjib Mukherjee

We construct and study properties of an infinite dimensional analog of Kahane's theory of Gaussian multiplicative chaos \cite{K85}. Namely, if $H_T(\ddot{I}‰)$ is a random field defined w…