Beyond multifractional Brownian motion: new stochastic models for geophysical modelling

Lévy Véhel, J.

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.

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Lévy Véhel, J.: Beyond multifractional Brownian motion: new stochastic models for geophysical modelling. 2013. Copernicus Publications.

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Rechteinhaber: J. Lévy Véhel

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