Probabilistic models for vortex filaments based on fractional Brownian motion

被引:0
|
作者
Nualart, D
Rovira, C
Tindel, S
机构
[1] Univ Barcelona, Fac Matemat, E-08007 Barcelona, Spain
[2] Univ Paris 13, Dept Math, Inst Galilee, F-93430 Villetaneuse, France
来源
ANNALS OF PROBABILITY | 2003年 / 31卷 / 04期
关键词
filaments; energy; fractional Brownian motion;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a vortex structure based on a three-dimensional fractional Brownian motion with Hurst parameter H > (1)/(2). We show that the energy H has moments of any order under suitable conditions. When H epsilon ((1)/(2), (1)/(3)) we prove that the intersection energy H-xy can be decomposed into four terms, one of them being a weighted self-intersection local time of the fractional Brownian motion in R-3.
引用
收藏
页码:1862 / 1899
页数:38
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