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Keywords:
stochastic integration; fractional Brownian motion; $p$-variation; vortex filaments; statistical fluid mechanics
stochastic integration; fractional Brownian motion; $p$-variation; vortex filaments; statistical fluid mechanics
Summary:
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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