Iterated stochastic integrals and random velocity fluctuations

DOI10.1142/s2661335223500028MaRDI QIDQ6545043

Kouji Yamamuro

Publication date: 29 May 2024

Published in: International Journal of Mathematics for Industry (Search for Journal in Brave)

zbMATH Keywords

Lévy processfluid mechanicsstochastic integral

Mathematics Subject Classification ID

Fluid mechanics (76-XX) Statistical mechanics, structure of matter (82-XX)

Cites Work

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• Random representation of Blasius’ formula through stochastic complex integrals
• Stochastic complex integrals in a two-dimensional flow
• Stochastic complex integrals associated with homogeneous independently scattered random measures on the line
• Transformations of infinitely divisible distributions via improper stochastic integrals

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