The Monge problem (Monge 1781; Taton 1951), as reformulated by Kantorovich (2006a, 2006b) is that of the transportation at a minimum "cost" of a given mass distribution from an initial to a final position during a given time interval. It is an optimal tran ...
In this note we introduce a vector generalization of fractional Brownian motion. Our definition takes into account directional properties of vector fields-such as divergence, rotational behaviour, and interactions with coordinate transformations-that have ...
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We introduce stochastic models for flow fields with parameters that dictate the scale-dependent (self-similar) character of the field and control the balance between its rotational vs compressive behaviour. The development of our models is motivated by the ...
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