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arxiv: 1103.3489 · v1 · pith:RVPEO2UMnew · submitted 2011-03-17 · 🧮 math.PR

An integrodifferential equation driven by fractional Brownian motion

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keywords equationbrowniandrivenfractionalintegrodifferentialmotionassociateddeals
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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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