An integrodifferential equation driven by fractional Brownian motion

Details An integrodifferential equation driven by fractional Brownian motion An integrodifferential equation driven by fractional Brownian motion

2011-03-17

arxiv.org/abs/1103.3489v1

Mathematics

Probability

Scientific paper

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.

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