A nonstandard construction of Lévy Brownian motion
✍ Scribed by Andreas Stoll
- Publisher
- Springer
- Year
- 1986
- Tongue
- English
- Weight
- 685 KB
- Volume
- 71
- Category
- Article
- ISSN
- 1432-2064
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
In this paper, we construct a Le vy area process for the free Brownian motion and in this way, a typical geometric rough path (in the sense of T. Lyons (1998, Rev. Mat. Iberoamer. 14, 215 310)), lying above the free Brownian path. Thus, the general results of Lyons on differential equations driven b
## Abstract Many earth and environmental variables appear to be self‐affine (monofractal) or multifractal with spatial (or temporal) increments having exceedance probability tails that decay as powers of − α where 1 < α ≤ 2. The literature considers self‐affine and multifractal modes of scaling to