Title :

On causal stochastic equations for log-stable multiplicative cascades

Author(s) :

Schmitt, François G [Auteur]
Laboratoire d’Océanologie et de Géosciences (LOG) - UMR 8187 [LOG]
Ecosystèmes Littoraux et Cotiers
Chainais, Pierre [Auteur]
Laboratoire d'Informatique, de Modélisation et d'optimisation des Systèmes [LIMOS]

Journal title :

The European Physical Journal B: Condensed Matter and Complex Systems

Pages :

149-158

Publisher :

Springer-Verlag

Publication date :

2007

ISSN :

1434-6028

English keyword(s) :

Turbulence simulation and modelling
Fractals
Stochastic processes

HAL domain(s) :

Physique [physics]/Physique [physics]/Analyse de données, Statistiques et Probabilités [physics.data-an]
Physique [physics]/Mécanique [physics]/Mécanique des fluides [physics.class-ph]

English abstract : [en]

We reformulate various versions of infinitely divisible cascades proposed in the literature using stochastic equations. This approach sheds a new light on the differences and common points of several formulations that have ...
Show more >We reformulate various versions of infinitely divisible cascades proposed in the literature using stochastic equations. This approach sheds a new light on the differences and common points of several formulations that have been recently provided by several teams. In particular, we focus on the simplification occurring when the infinitely divisible noise at the heart of such model is stable: an independently scattered random measure becomes a stable stochastic integral. In the last section we discuss the $D$-dimensional generalization.Show less >

Language :

Anglais

Peer reviewed article :

Oui

Audience :

Internationale

Popular science :

Non

Collections :

• Laboratoire d'Océanologie et de Géosciences (LOG) - UMR 8187

Source :

Harvested from HAL