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Title: Probabilistic models of vortex filaments (English)
Author: Flandoli, Franco
Author: Minelli, Ida
Language: English
Journal: Czechoslovak Mathematical Journal
ISSN: 0011-4642 (print)
ISSN: 1572-9141 (online)
Volume: 51
Issue: 4
Year: 2001
Pages: 713-731
Summary lang: English
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Category: math
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Summary: 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. (English)
Keyword: stochastic integration
Keyword: fractional Brownian motion
Keyword: $p$-variation
Keyword: vortex filaments
Keyword: statistical fluid mechanics
MSC: 60H05
MSC: 60H30
MSC: 76F55
MSC: 76M35
idZBL: Zbl 1001.60057
idMR: MR1864038
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Date available: 2009-09-24T10:46:44Z
Last updated: 2020-07-03
Stable URL: http://hdl.handle.net/10338.dmlcz/127682
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