Fractional Brownian flows

Details Fractional Brownian flows Fractional Brownian flows

2008-04-28

arxiv.org/abs/0804.4376v2

Mathematics

Probability

20 pages, To appear in Journal of Theoretical probability

Scientific paper

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.

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