ar X iv : 0 80 4 . 43 76 v 2 [ m at h . PR ] 5 A ug 2 00 8 fractional brownian flows ∗
نویسنده
چکیده
We consider stochastic flow on Rn driven by fractional Brownian motion with Hurst parameter H ∈ ( 1 2 , 1), and study tangent flow and the growth of the Hausdorff measure of sub-manifolds of Rn 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.
منابع مشابه
ar X iv : 0 80 4 . 43 76 v 1 [ m at h . PR ] 2 8 A pr 2 00 8 fractional brownian flows ∗
We consider stochastic flow on Rn driven by fractional Brownian motion with Hurst parameter H ∈ ( 1 2 , 1), and study tangent flow and the growth of the Hausdorff measure of sub-manifolds of Rn 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.
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