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 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...

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Библиографические подробности
Главные авторы:	Grebenkov, D, Beliaev, D, Jones, P
Формат:	Journal article
Опубликовано:	2015

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