Iterated stochastic integrals and random velocity fluctuations

Iterated stochastic integrals of nonrandom integrands are constructed in the two-dimensional case. They are applied to the velocity fluctuations in a two-dimensional flow and mean kinetic energy of the velocity fluctuations is discussed.

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Bibliographic Details
Published in:International Journal of Mathematics for Industry Vol. 15; no. 1
Main Author: Yamamuro, Kouji
Format: Journal Article
Language:English
Published: World Scientific Pub Co Pte Ltd 01.12.2023
World Scientific Publishing Company
World Scientific Publishing
Subjects:
Applied mathematics. Quantitative methods
fluid mechanics
Lévy process
Mathematics
QA1-939
Stochastic integral
T57-57.97
fluid mechanics
Lévy process
Stochastic integral
ISSN:2661-3352, 2661-3344
Online Access:Get full text
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Description
Summary:Iterated stochastic integrals of nonrandom integrands are constructed in the two-dimensional case. They are applied to the velocity fluctuations in a two-dimensional flow and mean kinetic energy of the velocity fluctuations is discussed.
ISSN:2661-3352
2661-3344
DOI:10.1142/s2661335223500028