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Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-misc 1999-12
May 1999

Kolmogorov and the Turbulence


A.N. Shiryaev


From the introduction:

This paper was prepared for the workshop 'Turbulence and Finance' organized by MaPhySto (5-7 May, 1999, Aarhus) with a view to 'discuss the striking similarities as well as the differences between key empirical features observed in the financial markets and the turbulence of fluids'.
In the present report, I am not going to compare the statistical data of the turbulence and of the finance. I would like to give a review of Kolmogorov's different periods of the turbulence study as well as of his main conceptions and the results achieved in this field, that influenced the later development of hydrodynamics.

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