Probabilistic models for vortex filaments based on fractional Brownian motion.
From MaRDI portal
Publication:1433882
DOI10.1214/aop/1068646369zbMath1047.76013MaRDI QIDQ1433882
Samy Tindel, David Nualart, Carles Rovira
Publication date: 1 July 2004
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aop/1068646369
76B47: Vortex flows for incompressible inviscid fluids
76M35: Stochastic analysis applied to problems in fluid mechanics
60H05: Stochastic integrals
Related Items
On Hölder continuity of the solution of stochastic wave equations in dimension three, Intersection local times of independent fractional Brownian motions as generalized white noise functionals, A Stratonovich-Skorohod integral formula for Gaussian rough paths, Stochastic calculus with respect to fractional Brownian motion, Intersection local time for two independent fractional Brownian motions, Optimal approximation of SDE's with additive fractional noise, The evolution of a random vortex filament, Mean field limit of interacting filaments and vector valued non-linear PDEs, Gibbs measures on Brownian currents
Cites Work
- Unnamed Item
- Unnamed Item
- Itô's formula with respect to fractional Brownian motion and its application
- The intersection local time of fractional Brownian motion in the plane
- Stochastic analysis of the fractional Brownian motion
- Forward, backward and symmetric stochastic integration
- Vorticity and turbulence
- Integration questions related to fractional Brownian motion
- The Gibbs ensemble of a vortex filament
- On a probabilistic description of small scale structures in 3D fluids
- Self-intersection local time of fractional Brownian motions -- via chaos expansion
- An inequality of the Hölder type, connected with Stieltjes integration
- FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
- Probabilistic Models of Vortex Filaments
- Stochastic analysis of fractional brownian motions
- Stochastic integration with respect to the fractional Brownian motion
- Intégrale stochastique pour le mouvement brownien fractionnaire
- Fourier Transforms. (AM-19)
- Stochastic calculus with respect to Gaussian processes
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion