A multiscale guide to Brownian motion

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...

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Main Authors: Belyaev, D, Grebenkov, D, Jones, P
פורמט: Journal article
יצא לאור: Institute of Physics 2015
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A Multiscale Guide to Brownian Motion מאת Grebenkov, D, Beliaev, D, Jones, P

יצא לאור 2015
Journal article