Fractional Brownian Vector Fields

DOI10.1137/090752638zbMath1225.60065OpenAlexW2056448690MaRDI QIDQ3083584

Michael Unser, Pouya Dehghani Tafti

Publication date: 22 March 2011

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: http://infoscience.epfl.ch/record/163626

zbMATH Keywords

invariancefractional Brownian motionself-similarityHelmholtz decompositiongeneralized random processesrandom vector fieldsGel'fand-Vilenkin stochastic analysis

Mathematics Subject Classification ID

Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Singular and oscillatory integrals (Calderón-Zygmund, etc.) (42B20) Generalized stochastic processes (60G20) White noise theory (60H40) Self-similar stochastic processes (60G18) Fourier integral operators applied to PDEs (35S30) Stochastic integral equations (60H20)

Related Items (5)

Left-inverses of fractional Laplacian and sparse stochastic processes ⋮ Wavelet Statistics of Sparse and Self-Similar Images ⋮ Gaussian and sparse processes are limits of generalized Poisson processes ⋮ Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises ⋮ Multifractional Vector Brownian Motions, Their Decompositions, and Generalizations

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