A Multiscale Guide to Brownian Motion
We revise the Levy's construction of Brownian motion as a simple though still 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 w...
| Hlavní autoři: | , , |
|---|---|
| Médium: | Journal article |
| Vydáno: |
2015
|