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Multifractional stochastic fields : ...

Ayache, Antoine,

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Multifractional stochastic fields : = wavelet strategies in multifractional frameworks /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Multifractional stochastic fields :/ Antoine Ayache, Université de Lille, France.
Reminder of title:	wavelet strategies in multifractional frameworks /
Author:	Ayache, Antoine,
Published:	New Jersey :World Scientific, : [2019],
Description:	xiv, 220 pages ;24 cm
Subject:	Brownian motion processes. -
ISBN:	9789814525657

Multifractional stochastic fields : = wavelet strategies in multifractional frameworks /
Ayache, Antoine,

Multifractional stochastic fields :wavelet strategies in multifractional frameworks /Antoine Ayache, Université de Lille, France. - New Jersey :World Scientific,[2019] - xiv, 220 pages ;24 cm

Includes bibliographical references (pages 217-220).

"Fractional Brownian Motion (FBM) is a very classical continuous self-similar Gaussian field with stationary increments. In 1940, some works of Kolmogorov on turbulence led him to introduce this quite natural extension of Brownian Motion, which, in contrast with the latter, has correlated increments. However, the denomination FBM is due to a very famous article by Mandelbrot and Van Ness, published in 1968. Not only in it, but also in several of his following works, Mandelbrot emphasized the importance of FBM as a model in several applied areas, and thus he made it to be known by a wide community. Therefore, FBM has been studied by many authors, and used in a lot of applications. In spite of the fact that FBM is a very useful model, it does not always fit to real data. This is the reason why, for at least two decades, there has been an increasing interest in the construction of new classes of random models extending it, which offer more flexibility. Two paradigmatic examples of them are the class of Multifractional Fields and that of Anisotropic Fields. Multifractional means that fractal properties of models, typically, roughness of paths and self-similarity of probability distributions, are locally allowed to change from place to place; while Anisotropic means that they are allowed to change from one direction to another. In order to sharply determine path behavior of Multifractional and Anisotropic Fields, a wavelet strategy, which can be considered to be new in the probabilistic framework, has been developed since the end of the 90's. It is somehow inspired by some rather non-standard methods, related to the fine study of Brownian Motion roughness, through its representation in the Faber-Schauder system"--

ISBN: 9789814525657

LCCN: 2018030666Subjects--Topical Terms:

646794
Brownian motion processes.

LC Class. No.: QA274.75 / .A93 2019

Dewey Class. No.: 519.2/3

Multifractional stochastic fields : = wavelet strategies in multifractional frameworks /
LDR:02423cam a2200193 i 4500 001 2427771
005 20250607091236.6
008 261001s2019 si b 000 0 eng c
010 $a 2018030666
020 $a 9789814525657 $q (hardcover : $q alk. paper)
035 $a 20656398
040 $a LBSOR/DLC $b eng $c LBSOR $d DLC
042 $a pcc
050 0 0 $a QA274.75 $b .A93 2019
082 0 0 $a 519.2/3 $2 23
100 1 $a Ayache, Antoine, $e author. $3 3814778
245 1 0 $a Multifractional stochastic fields : $b wavelet strategies in multifractional frameworks / $c Antoine Ayache, Université de Lille, France.
260 # $a New Jersey : $b World Scientific, $c [2019]
300 $a xiv, 220 pages ; $c 24 cm
504 $a Includes bibliographical references (pages 217-220).
520 # $a "Fractional Brownian Motion (FBM) is a very classical continuous self-similar Gaussian field with stationary increments. In 1940, some works of Kolmogorov on turbulence led him to introduce this quite natural extension of Brownian Motion, which, in contrast with the latter, has correlated increments. However, the denomination FBM is due to a very famous article by Mandelbrot and Van Ness, published in 1968. Not only in it, but also in several of his following works, Mandelbrot emphasized the importance of FBM as a model in several applied areas, and thus he made it to be known by a wide community. Therefore, FBM has been studied by many authors, and used in a lot of applications. In spite of the fact that FBM is a very useful model, it does not always fit to real data. This is the reason why, for at least two decades, there has been an increasing interest in the construction of new classes of random models extending it, which offer more flexibility. Two paradigmatic examples of them are the class of Multifractional Fields and that of Anisotropic Fields. Multifractional means that fractal properties of models, typically, roughness of paths and self-similarity of probability distributions, are locally allowed to change from place to place; while Anisotropic means that they are allowed to change from one direction to another. In order to sharply determine path behavior of Multifractional and Anisotropic Fields, a wavelet strategy, which can be considered to be new in the probabilistic framework, has been developed since the end of the 90's. It is somehow inspired by some rather non-standard methods, related to the fine study of Brownian Motion roughness, through its representation in the Faber-Schauder system"-- $c Provided by publisher.
650 # 0 $a Brownian motion processes. $3 646794
650 # 0 $a Stochastic processes. $3 520663