2021/05/04 by Isao Sauzedde, Sauzedde, Isao
Mathematics · Physics and Astronomy · #Mathematical Dynamics and Fractals #Stochastic processes and statistical mechanics #Theoretical and Computational Physics #math.PR #msc:60D05 #msc:60H05
paper · pdf · doi:10.48550/arxiv.2105.01232
arxiv created 2021/05/04 · arxiv updated 2021/05/05
We show that for γ<√(4/3), it is possible to define the Levy area of a planar Brownian motion with the Liouville measure of intermittency parameter γ as the underlying area measure. We also consider the case of smoother curves, and study some properties of the integration map thus defined.