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Stochastic equations generating continuous multiplicative cascades

Abstract : 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.
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Submitted on : Saturday, March 12, 2022 - 7:22:10 AM
Last modification on : Sunday, March 13, 2022 - 3:26:21 AM

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F. Schmitt, D. Marsan. Stochastic equations generating continuous multiplicative cascades. The European Physical Journal B, 2001, 20, pp.3-6. ⟨10.1007/BF01313905⟩. ⟨insu-03606666⟩

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