An integrodifferential equation driven by fractional Brownian motion

2011/03/17 by Hakima Bessaih, Bessaih, Hakima, Chandana Wijeratne +1
Economics, Econometrics and Finance · Mathematics · #35R09 #60G22 #Advanced Mathematical Physics Problems #FOS: Mathematics #Navier-Stokes equation solutions #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1103.3489

openalex publication_date 2011/03/17 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

Citations

• Fractional Brownian Motions, Fractional Noises and Applications
• An inequality of the Hölder type, connected with Stieltjes integration

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