Probabilistic models for vortex filaments based on fractional Brownian motion.

DOI10.1214/aop/1068646369zbMath1047.76013OpenAlexW2032979880MaRDI QIDQ1433882

Samy Tindel, David Nualart, Carles Rovira

Publication date: 1 July 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aop/1068646369

zbMATH Keywords

Hurst parameterintersection energyweighted self-intersection local time

Mathematics Subject Classification ID

Vortex flows for incompressible inviscid fluids (76B47) Stochastic analysis applied to problems in fluid mechanics (76M35) Stochastic integrals (60H05)

Related Items

Mean field limit of interacting filaments and vector valued non-linear PDEs, Intersection local times of independent fractional Brownian motions as generalized white noise functionals, A Stratonovich-Skorohod integral formula for Gaussian rough paths, Gibbs measures on Brownian currents, On Hölder continuity of the solution of stochastic wave equations in dimension three, Stochastic calculus with respect to fractional Brownian motion, Intersection local time for two independent fractional Brownian motions, Optimal approximation of SDE's with additive fractional noise, The evolution of a random vortex filament

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