Probabilistic models of vortex filaments
Czechoslovak Mathematical Journal, Tome 51 (2001) no. 4, pp. 713-731
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library
A model of vortex filaments based on stochastic processes is presented. In contrast to previous models based on semimartingales, here processes with fractal properties between $1/2$ and $1$ are used, which include fractional Brownian motion and similar non-Gaussian examples. Stochastic integration for these processes is employed to give a meaning to the kinetic energy.
A model of vortex filaments based on stochastic processes is presented. In contrast to previous models based on semimartingales, here processes with fractal properties between $1/2$ and $1$ are used, which include fractional Brownian motion and similar non-Gaussian examples. Stochastic integration for these processes is employed to give a meaning to the kinetic energy.
Classification :
60H05, 60H30, 76F55, 76M35
Keywords: stochastic integration; fractional Brownian motion; $p$-variation; vortex filaments; statistical fluid mechanics
Keywords: stochastic integration; fractional Brownian motion; $p$-variation; vortex filaments; statistical fluid mechanics
@article{CMJ_2001_51_4_a4,
author = {Flandoli, Franco and Minelli, Ida},
title = {Probabilistic models of vortex filaments},
journal = {Czechoslovak Mathematical Journal},
pages = {713--731},
year = {2001},
volume = {51},
number = {4},
mrnumber = {1864038},
zbl = {1001.60057},
language = {en},
url = {http://geodesic.mathdoc.fr/item/CMJ_2001_51_4_a4/}
}
Flandoli, Franco; Minelli, Ida. Probabilistic models of vortex filaments. Czechoslovak Mathematical Journal, Tome 51 (2001) no. 4, pp. 713-731. http://geodesic.mathdoc.fr/item/CMJ_2001_51_4_a4/