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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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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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The Royal Society Publishing
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7277131/ https://www.ncbi.nlm.nih.gov/pubmed/32518504 http://dx.doi.org/10.1098/rspa.2019.0812 |