Fractional Brownian Motion and an Application to Fluids

DOI10.1007/978-3-319-18206-3_2zbMath1323.60057arXiv1103.3489OpenAlexW2221496664MaRDI QIDQ2949895

Chandana Wijeratne, Hakima Bessaih

Publication date: 5 October 2015

Published in: Mathematical Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.3489

zbMATH Keywords

fractional Brownian motionincompressible inviscid fluidstochastic integralstochastic integrodifferential equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20) Existence, uniqueness, and regularity theory for incompressible inviscid fluids (76B03)

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