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Probabilistic models for vortex filaments based on fractional Brownian motion
dc.contributor.author | Nualart, David | |
dc.contributor.author | Rovira, Carles | |
dc.contributor.author | Tindel, Samy | |
dc.date.accessioned | 2015-03-11T20:01:43Z | |
dc.date.available | 2015-03-11T20:01:43Z | |
dc.date.issued | 2003-11-01 | |
dc.identifier.citation | Nualart, 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.uri | http://hdl.handle.net/1808/17049 | |
dc.description | This is the published version, also available here: http://dx.doi.org/10.1214/aop/1068646369. | en_US |
dc.description.abstract | We 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.publisher | Institute of Mathematical Statistics (IMS) | en_US |
dc.subject | Filaments | en_US |
dc.subject | energy | en_US |
dc.subject | fractional Brownian motion | en_US |
dc.title | Probabilistic models for vortex filaments based on fractional Brownian motion | en_US |
dc.type | Article | |
kusw.kuauthor | Nualart, David | |
kusw.kudepartment | Mathematics | en_US |
dc.identifier.doi | 10.1214/aop/1068646369 | |
kusw.oaversion | Scholarly/refereed, publisher version | |
kusw.oapolicy | This item does not meet KU Open Access policy criteria. | |
dc.rights.accessrights | openAccess |