Abstract
We study an evolution problem in the space of continuous loops in a three-dimensional Euclidean space modeled upon the dynamics of vortex lines in 3d incompressible and inviscid fluids. We establish existence of a local solution starting from Hölder regular loops with index greater than 1/3. When the Hölder regularity of the initial condition X is smaller or equal to 1/2, we require X to be a rough path in the sense of Lyons [Rev. Mat. Iberoamericana 14 (1998) 215-310, System Control and Rough Paths (2002). Oxford Univ. Press]. The solution will then live in an appropriate space of rough paths. In particular, we can construct (local) solution starting from almost every Brownian loop.
| Original language | English |
|---|---|
| Pages (from-to) | 1825-1855 |
| Number of pages | 31 |
| Journal | Annals of Probability |
| Volume | 33 |
| Issue number | 5 |
| DOIs | |
| Publication status | Published - 1 Sept 2005 |
| Externally published | Yes |
Keywords
- Path-wise stochastic integration
- Rough path theory
- Vortex filaments