Path entropies of brightness functions and fractional Brownian motions
✍ Scribed by Guy Jumarie
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 492 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0167-8655
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
This paper deals with the study of fractional Brownian motion (tam) and fractional Brownian noises. First. we study the Barnes and Allan model, which is very close to the (tbm). Then, we propose an infinite dimension state model, where each state is the solution of a first order differential equatio
## 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
We extend the Stieltjes integral to Hölder functions of two variables and prove an existence and uniqueness result for the corresponding deterministic ordinary differential equations and also for stochastic equations driven by a two-parameter fractional Brownian motion.