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dc.contributor.authorNualart, David
dc.contributor.authorRovira, Carles
dc.contributor.authorTindel, Samy
dc.date.accessioned2015-03-11T20:01:43Z
dc.date.available2015-03-11T20:01:43Z
dc.date.issued2003-11-01
dc.identifier.citationNualart, David; Rovira, Carles; Tindel, Samy. Probabilistic models for vortex filaments based on fractional Brownian motion. Ann. Probab. 31 (2003), no. 4, 1862--1899. http://dx.doi.org/10.1214/aop/1068646369.en_US
dc.identifier.urihttp://hdl.handle.net/1808/17049
dc.descriptionThis is the published version, also available here: http://dx.doi.org/10.1214/aop/1068646369.en_US
dc.description.abstractWe consider a vortex structure based on a three-dimensional fractional Brownian motion with Hurst parameter H>12. We show that the energy H\vspace*{-1pt} has moments of any order under suitable conditions. When H∈(12,13) we prove that the intersection energy Hxy can be decomposed into four terms, one of them being a weighted self-intersection local time of the fractional Brownian motion in R3.en_US
dc.publisherInstitute of Mathematical Statistics (IMS)en_US
dc.subjectFilamentsen_US
dc.subjectenergyen_US
dc.subjectfractional Brownian motionen_US
dc.titleProbabilistic models for vortex filaments based on fractional Brownian motionen_US
dc.typeArticle
kusw.kuauthorNualart, David
kusw.kudepartmentMathematicsen_US
dc.identifier.doi10.1214/aop/1068646369
kusw.oaversionScholarly/refereed, publisher version
kusw.oapolicyThis item does not meet KU Open Access policy criteria.
dc.rights.accessrightsopenAccess


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