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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| Format: | Article |
| Language: | English |
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World Scientific Publishing
2023-12-01
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| Series: | International Journal of Mathematics for Industry |
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| Online Access: | https://www.worldscientific.com/doi/10.1142/S2661335223500028 |