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
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
Journal title :
Stochastic Processes and their Applications