Abstract: We consider stochastic flow on n-dimensional Euclidean space driven by fractional Brownian motion with Hurst parameter H greater than half, and study tangent flow and the growth of the Hausdorff measure of sub-manifolds of the ambient n-dimensional Euclidean space, as they evolve under the flow. The main result is a bound on the rate of (global) growth in terms of the (local) Holder norm of the flow.
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Cited in
(9)- scientific article; zbMATH DE number 1944303 (Why is no real title available?)
- Drap brownien fractionnaire
- Fractional randomness and the Brownian bridge
- Fractional Brownian sheet
- scientific article; zbMATH DE number 6961412 (Why is no real title available?)
- Averaging dynamics driven by fractional Brownian motion
- Hyperbolic and fractional hyperbolic Brownian motion
- scientific article; zbMATH DE number 2115897 (Why is no real title available?)
- Generalized fractional Brownian motion
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