Probabilistic models for vortex filaments based on fractional Brownian motion. (Q1433882): Difference between revisions

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+Stochastic integration with respect to the fractional Brownian motion
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+Stochastic calculus with respect to Gaussian processes
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+Q5680823
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+Fourier Transforms. (AM-19)
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+Intégrale stochastique pour le mouvement brownien fractionnaire
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+Vorticity and turbulence
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+Itô's formula with respect to fractional Brownian motion and its application
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+Stochastic analysis of the fractional Brownian motion
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+On a probabilistic description of small scale structures in 3D fluids
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+The Gibbs ensemble of a vortex filament
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+Probabilistic Models of Vortex Filaments
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+Self-intersection local time of fractional Brownian motions -- via chaos expansion
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+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
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+Stochastic analysis of fractional brownian motions
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+Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
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+Integration questions related to fractional Brownian motion
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+The intersection local time of fractional Brownian motion in the plane
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+Forward, backward and symmetric stochastic integration
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+An inequality of the Hölder type, connected with Stieltjes integration
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