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arxiv: 0804.4376 · v2 · submitted 2008-04-28 · 🧮 math.PR

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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