An integrodifferential equation driven by fractional Brownian motion
Probability
2011-03-18 v1
Abstract
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.
Keywords
Cite
@article{arxiv.1103.3489,
title = {An integrodifferential equation driven by fractional Brownian motion},
author = {Hakima Bessaih and Chandana Wijeratne},
journal= {arXiv preprint arXiv:1103.3489},
year = {2011}
}