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The geometry of Gaussian random curves
AIMS Mathematics 2025, 10(10): 23613-23638
Published: 16 October 2025
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In this paper, we investigated some geometric properties of non-smooth random curves within a stochastic flow. We considered a polygonal line Γ ( u 1 , , u n ), which connected the points u 1 , , u n R d and was inscribed in a Brownian trajectory. Subsequently, we estimated the probability that a polygonal line was almost inscribed in a Brownian trajectory. Next, we turned to the study of the self-intersection local time of Brownian motion and demonstrated the asymptotic result of its conditional expectation as the size of the polygonal line increased. Finally, taking such a Brownian trajectory as the initial curve, we let it evolve according to the solution of the equation with interaction. Then, we proved that its visitation density exhibited an intermittency phenomenon.

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