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Beyond Multifractional Brownian Motion: New Stochastic Models for Geophysical Modelling : Volume 20, Issue 5 (11/09/2013)

By Lévy Véhel, J.

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Book Id: WPLBN0003990282
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File Size: Pages 13
Reproduction Date: 2015

Title: Beyond Multifractional Brownian Motion: New Stochastic Models for Geophysical Modelling : Volume 20, Issue 5 (11/09/2013)  
Author: Lévy Véhel, J.
Volume: Vol. 20, Issue 5
Language: English
Subject: Science, Nonlinear, Processes
Collections: Periodicals: Journal and Magazine Collection (Contemporary), Copernicus GmbH
Publication Date:
Publisher: Copernicus Gmbh, Göttingen, Germany
Member Page: Copernicus Publications


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Véhel, J. L. (2013). Beyond Multifractional Brownian Motion: New Stochastic Models for Geophysical Modelling : Volume 20, Issue 5 (11/09/2013). Retrieved from

Description: Regularity Team, Inria and MAS Laboratory, Ecole Centrale Paris, Grande Voie des Vignes, Chatenay Malabry, France. Multifractional Brownian motion (mBm) has proved to be a useful tool in various areas of geophysical modelling. Although a versatile model, mBm is of course not always an adequate one. We present in this work several other stochastic processes which could potentially be useful in geophysics. The first alternative type is that of self-regulating processes: these are models where the local regularity is a function of the amplitude, in contrast to mBm where it is tuned exogenously. We demonstrate the relevance of such models for digital elevation maps and for temperature records. We also briefly describe two other types of alternative processes, which are the counterparts of mBm and of self-regulating processes when the intensity of local jumps is considered in lieu of local regularity: multistable processes allow one to prescribe the local intensity of jumps in space/time, while this intensity is governed by the amplitude for self-stabilizing processes.

Beyond multifractional Brownian motion: new stochastic models for geophysical modelling

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