𝔖 Bobbio Scriptorium
✦   LIBER   ✦

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


The Lévy Area Process for the Free Brown
✍ M. Capitaine; C. Donati-Martin 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 162 KB

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

Apparent/spurious multifractality of dat
✍ Shlomo P. Neuman 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 337 KB

## 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