Intermittent random fields. I: Fields with symmetric increments

DOI10.1016/J.CRMA.2005.06.022MaRDI QIDQ2565519zbMATH OpenOpenAlexFDO

Authors Jean Duchon, Raoul Robert

Publication date 27 September 2005

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2005.06.022

Mathematics Subject Classification ID

Fractals (28A80) Random fields (60G60)

Recommendations

• Intermittent random fields. II: Fields with asymmetric increments
• Log-infinitely divisible multifractal processes
• A random process for the construction of multiaffine fields
• Multi-operator scaling random fields
• Lévy-based spatial-temporal modelling, with applications to turbulence

Cites work

• A refinement of previous hypotheses concerning the local structure of turbulence in a viscous incompressible fluid at high Reynolds number
• scientific article; zbMATH DE number 3361573 (Why is no real title available?)
• Modelling financial time series using multifractal random walks
• Some specific features of atmospheric tubulence
• The skewed multifractal random walk with applications to option smiles

Cited in

(1)

• Intermittent random fields. II: Fields with asymmetric increments

This page was built for publication: Intermittent random fields. I: Fields with symmetric increments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2565519)