Related papers: Stochastic equations generating continuous multipl…
Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…
A multiplicative cascade can be thought of as a randomization of a measure on the boundary of a tree, constructed from an iid collection of random variables attached to the tree vertices. Given an initial measure with certain regularity…
Mandelbrot multiplicative cascades provide a construction of a dynamical system on a set of probability measures defined by inequalities on moments. To be more specific, beyond the first iteration, the trajectories take values in the set of…
Multiplicative cascades have been used in turbulence to generate fields with multifractal statistics and long-range correlations. Examples of continuous and causal stochastic processes which generate such a random field have been carefully…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
The multiplier statistics of discrete and continuous nonconservative multiplicative cascade models, employed to describe the energy cascade in fully developed turbulence, is investigated. It is found to be indistinguishable due to…
We define a large class of continuous time multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined…
Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…
Under the formalism of annealed averaging of the partition function, two types of random multifractal measures with their probability of multipliers satisfying power distribution and triangular distribution are investigated mathematically.…
Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…
Geometrical random multiplicative cascade processes are often used to model positive-valued multifractal fields such as for example the energy dissipation field of fully developed turbulence. A dynamical generalisation of these models is…
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…
We define a large class of multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined log-normal…
We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…
We show that a substantial portion of stochastic calculus can be developed along similar lines to ordinary calculus, with derivative-based concepts driving the development. We define a notion of stopping derivative, which is a form of right…
Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…
We study the notion of stochastic stability with respect to diffusive perturbations for flows with smooth invariant measures. We investigate the question fully for non-singular flows on the circle. We also show that volume-preserving flows…
We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…
In this article, we consider the continuous analog of the celebrated Mandelbrot star equation with infinitely divisible weights. Mandelbrot introduced this equation to characterize the law of multiplicative cascades. We show existence and…
Stochastic dynamics is generated by a matrix of transition probabilities. Certain eigenvectors of this matrix provide observables, and when these are plotted in the appropriate multi-dimensional space the phases (in the sense of phase…