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Probabilistic models of vortex filaments

Franco Flandoli; Ida Minelli — 2001

Czechoslovak Mathematical Journal

A model of vortex filaments based on stochastic processes is presented. In contrast to previous models based on semimartingales, here processes with fractal properties between $1 / 2$ and $1$ are used, which include fractional Brownian motion and similar non-Gaussian examples. Stochastic integration for these processes is employed to give a meaning to the kinetic energy.

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