Fractional Brownian flows
Probability
2008-08-05 v2
Abstract
We consider stochastic flow on n-dimensional Euclidean space driven by fractional Brownian motion with Hurst parameter H greater than half, and study tangent flow and the growth of the Hausdorff measure of sub-manifolds of the ambient n-dimensional Euclidean space, as they evolve under the flow. The main result is a bound on the rate of (global) growth in terms of the (local) Holder norm of the flow.
Cite
@article{arxiv.0804.4376,
title = {Fractional Brownian flows},
author = {Sreekar Vadlamani},
journal= {arXiv preprint arXiv:0804.4376},
year = {2008}
}
Comments
20 pages, To appear in Journal of Theoretical probability