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4.5 (123)

Multifractional Stochastic Fields

Name: AlbakiReads Multifractional Stochastic Fields - Multifractional Stochastic Fields
Brand: AlbakiReads
SKU: 51543669965090
Price: 123.83 USD
Availability: InStock

4.5 (1,234)

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Fractional Brownian Motion (FBM) is a very classical continuous self-similar Gaussian field with stationary increments. In 1940, some works of Kolmogorov on turbulence led him to introduce this quite natural extension of Brownian Motion, which, in contrast with the latter, has correlated increments. However, the denomination FBM is due to

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Multifractional Stochastic Fields

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Multifractional Stochastic Fields

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