arXiv:1103.3489 Abstract | arXiv Analytics

arXiv:1103.3489 [math.PR]Abstract References Reviews Resources

An integrodifferential equation driven by fractional Brownian motion

Published 2011-03-17Version 1

This paper deals with the well posedness of an integrodifferential equation that describes a vortex filament associated to a 3D turbulent fluid flow. This equation is driven by a fractional Brownian motion of Hurst parameter H>1/2. We prove global existence and uniqueness of solutions in a functional space of Sobolev type.

Categories: math.PR

Subjects: 60G22, 35R09

Keywords: fractional brownian motion, integrodifferential equation driven, 3d turbulent fluid flow, vortex filament, paper deals

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