Iterated stochastic integrals and random velocity fluctuations

DOI10.1142/S2661335223500028MaRDI QIDQ6545043zbMATH OpenFDO

Authors Kouji Yamamuro

Publication date 29 May 2024

Published in International Journal of Mathematics for Industry (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1142/S2661335223500028

zbMATH Keywords

fluid mechanicsLévy processstochastic integral

Mathematics Subject Classification ID

Fluid mechanics (76-XX) Statistical mechanics, structure of matter (82-XX)

Cites work

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• Stochastic complex integrals associated with homogeneous independently scattered random measures on the line
• Stochastic complex integrals in a two-dimensional flow
• Stochastic integrals in additive processes and application to semi-Lévy processes
• Topics in infinitely divisible distributions and Lévy processes
• Transformations of infinitely divisible distributions via improper stochastic integrals

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