Geodesic
Probabilistic models of vortex filaments
Czechoslovak Mathematical Journal, Tome 51 (2001) no. 4, pp. 713-731.

Voir la notice de l'article provenant de 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.
Classification : 60H05, 60H30, 76F55, 76M35
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},
     publisher = {mathdoc},
     volume = {51},
     number = {4},
     year = {2001},
     mrnumber = {1864038},
     zbl = {1001.60057},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CMJ_2001__51_4_a4/}
}
TY  - JOUR
AU  - Flandoli, Franco
AU  - Minelli, Ida
TI  - Probabilistic models of vortex filaments
JO  - Czechoslovak Mathematical Journal
PY  - 2001
SP  - 713
EP  - 731
VL  - 51
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/CMJ_2001__51_4_a4/
LA  - en
ID  - CMJ_2001__51_4_a4
ER  - 
%0 Journal Article
%A Flandoli, Franco
%A Minelli, Ida
%T Probabilistic models of vortex filaments
%J Czechoslovak Mathematical Journal
%D 2001
%P 713-731
%V 51
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/CMJ_2001__51_4_a4/
%G en
%F 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/