A multiscale guide to Brownian motion

A multiscale guide to Brownian motion

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We revise the Levy's construction of Brownian motion as a simple though rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based ``geometrical features'' at multiple length scales with random weigh...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Belyaev, D, Grebenkov, D, Jones, P
Fformat:	Journal article
Cyhoeddwyd:	Institute of Physics 2015

Eitemau Tebyg

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