Fractional Brownian flows

DOI10.1007/S10959-008-0185-3zbMATH Open1190.60029arXiv0804.4376OpenAlexW2090429703MaRDI QIDQ966498FDOQ966498

Authors: Sreekar Vadlamani 

Publication date: 23 April 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/0804.4376

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Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited In (9)

• Title not available (Why is that?)
• Drap brownien fractionnaire
• Fractional randomness and the Brownian bridge
• Fractional Brownian sheet
• Title not available (Why is that?)
• Averaging dynamics driven by fractional Brownian motion
• Hyperbolic and fractional hyperbolic Brownian motion
• Title not available (Why is that?)
• Generalized fractional Brownian motion

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