IDEAS home Printed from https://ideas.repec.org/a/spr/eurphb/v20y2001i1d10.1007_bf01313905.html
   My bibliography  Save this article

Stochastic equations generating continuous multiplicative cascades

Author

Listed:
  • F. Schmitt

    (Vrije Universiteit Brussel, Dept. of Fluid Mechanics, Pleinlaan 2, 1050 Brussels, Belgium)

  • D. Marsan

    (LGIT, Université de Savoie Campus Scientifique, 73376 Le Bourget du Lac, Cedex, France)

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.

Suggested Citation

  • F. Schmitt & D. Marsan, 2001. "Stochastic equations generating continuous multiplicative cascades," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 20(1), pages 3-6, March.
    • Handle: RePEc:spr:eurphb:v:20:y:2001:i:1:d:10.1007_bf01313905
    DOI: 10.1007/BF01313905
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/BF01313905
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/BF01313905?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Dashtian, Hassan & Jafari, G. Reza & Sahimi, Muhammad & Masihi, Mohsen, 2011. "Scaling, multifractality, and long-range correlations in well log data of large-scale porous media," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2096-2111.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:eurphb:v:20:y:2001:i:1:d:10.1007_bf01313905. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.