Regularized fractional Ornstein-Uhlenbeck processes and their relevance to the modeling of fluid turbulence.
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DOI: 10.1103/physreve.96.033111
Abstract: Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of an Ornstein-Uhlenbeck process, supplemented… read more here.
Keywords: uhlenbeck processes; relevance modeling; ornstein uhlenbeck; fractional ornstein ... See more keywords