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Stochastic modelling in fluid dynamics: Itô versus Stratonovich
Suppose the observations of Lagrangian trajectories for fluid flow in some physical situation can be modelled sufficiently accurately by a spatially correlated Itô stochastic process (with zero mean) obtained from data which is taken in fixed Eulerian space. Suppose we also want to apply Hamilton’s...
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| Gepubliceerd in: | Proc Math Phys Eng Sci |
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| Hoofdauteur: | |
| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
The Royal Society Publishing
2020
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| Onderwerpen: | |
| Online toegang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7277131/ https://ncbi.nlm.nih.gov/pubmed/32518504 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1098/rspa.2019.0812 |
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