## Abstract Let __X__(__t__) be the flow of a certain river at time __t__. A geometric Brownian motion process is used as a model for __X__(__t__) and is found to give very good forecasts of future flows. The forecasted values generated by this oneβdimensional model are compared with those provided
A brownian motion model of return migration
β Scribed by Tapiero, Charles S. ;Toren, Nina
- Publisher
- John Wiley and Sons
- Year
- 1987
- Tongue
- English
- Weight
- 523 KB
- Volume
- 3
- Category
- Article
- ISSN
- 8755-0024
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The work is motivated by the recent discovery that ocean surface drifter trajectories contain fractal properties. This suggests that the dispersion of pollutants in coastal waters may also be described using fractal statistics. The paper describes the development of a fractional Brownian motion mode