1. Probabilistic models of vortex filaments
- Creator:
- Flandoli, Franco and Minelli, Ida
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- stochastic integration, fractional Brownian motion, $p$-variation, vortex filaments, and statistical fluid mechanics
- Language:
- English
- Description:
- 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.
- Rights:
- http://creativecommons.org/publicdomain/mark/1.0/ and policy:public