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

页码：1862 / 1899

页数：38

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