ISSN:
1434-6036
Keywords:
PACS. 02.50.Ey Stochastic processes – 05.40.Fb Random walks and Lévy flights
Source:
Springer Online Journal Archives 1860-2000
Topics:
Physics
Notes:
Abstract: Discrete multiplicative turbulent cascades are described using a formalism involving infinitely divisible random measures. This permits to consider the continuous limit of a cascade developed on a continuum of scales, and to provide the stochastic equations defining such processes, involving infinitely divisible stochastic integrals. Causal evolution laws are also given. This gives the first general stochastic equations which generate continuous multifractal measures or processes.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01313905
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