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chao-dyn1999
Fractional Fokker-Planck Equation for Nonlinear Stochastic Differential Equations Driven by Non-Gaussian Levy Stable Noises
D. Schertzer, M. Larchevêque, J. Duan +2
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical an…
chao-dyn1997
Multifractal Interpolation of Universal Multifractals
V. G. Bar'yahtar, V. Yu. Gonchar, D. Schertzer +1
Basing on invariant properties of universal multifractals we propose a simple algorithm for interpolation of multifractal densities. The algorithm admits generalization to a multid…