Fractional Brownian flows
classification
🧮 math.PR
keywords
flowbrownianeuclideanfractionalgrowthn-dimensionalspaceambient
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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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