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Journal Articles The European Physical Journal B Year : 2001

Stochastic equations generating continuous multiplicative cascades

, (1)
1
F. Schmitt
  • Function : Author
D. Marsan

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.

Dates and versions

insu-03606666 , version 1 (12-03-2022)

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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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