Inverse of the Gaussian multiplicative chaos: an integration by parts formula

2023/07/10 by Kojar, Tomas
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2307.04293

Abstract

In this article, we study the analogue of the integration by parts formula from "Hitting times for Gaussian processes" in the context of GMC and its inverse.

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