Probabilistic models for vortex filaments based on fractional Brownian motion

• 成果类型: Article
• 署名作者: Nualart, D; Rovira, C; Tindel, S
• 署名单位: University of Barcelona; Universite Paris 13
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 2003
• 页码: 1862-1899
• 关键词: intersection local time; stochastic integration; gaussian-processes; Respect; calculus

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.