Title of article
On the convex hull of a Brownian excursion with parabolic drift
Author/Authors
Giraud، نويسنده , , Christophe، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
22
From page
41
To page
62
Abstract
The solutions of Burgers equation with white noise initial velocity are closely connected to the convex hull Ha of a Brownian excursion with parabolic drift s↦es+a2s2. We derive from the law of the minimum σ and the location η of the minimum of s↦2es/s(1−s) a complete description of the convex hull Ha. As an application, we determine the statistical properties of the Burgers turbulence on the circle.
Keywords
Brownian excursion , convex hull , Burgers turbulence , fragmentation
Journal title
Stochastic Processes and their Applications
Serial Year
2003
Journal title
Stochastic Processes and their Applications
Record number
1577239
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