Fractional Brownian Flows

Sreekar Vadlamani ()
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Sreekar Vadlamani: Technion—Israel Institute of Technology

Journal of Theoretical Probability, 2010, vol. 23, issue 1, 257-276

Abstract: Abstract We consider a stochastic flow on ℝ n driven by a fractional Brownian motion with Hurst parameter $H\in(\frac{1}{2},1)$ and study a tangent flow and the growth of the Hausdorff measure of sub-manifolds of ℝ n as they evolve under the flow. The main result is a bound on the rate of (global) growth in terms of the (local) Hölder norm of the flow.

Keywords: Stochastic flows; Fractional Brownian motion; Manifolds; 60G99; 60H10; 60J60; 53A05; 28A75 (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10959-008-0185-3

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