insu-03606666
https://insu.hal.science/insu-03606666
arxiv:cond-mat/0102346
doi:10.1007/BF01313905
[INSU] INSU - Institut National des Sciences de l'Univers
[UNIV-SAVOIE] Université Savoie Mont Blanc
[UGA] HAL Grenoble Alpes
[USMB-COMUE] Université Savoie Mont Blanc - UGA [* - 2019]
Stochastic equations generating continuous multiplicative cascades
Schmitt, F.
Marsan, D.
[SDU] Sciences of the Universe [physics]
ART
02.50.Ey
05.40.Fb
Stochastic processes
Random walks and Levy flights
Condensed Matter - Statistical Mechanics
Condensed Matter - Disordered Systems and Neural Networks
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.
2001
en
The European Physical Journal B