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Le cocycle brownien de degré deux comme bruit blanc sur les droites affines de l'espace
- Source :
- Comptes rendus de l'Académie des sciences. Série I, Mathématique, Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 2006, 342 (5), pp.337-340. ⟨10.1016/j.crma.2005.12.030⟩
- Publication Year :
- 2006
- Publisher :
- Elsevier BV, 2006.
-
Abstract
- International audience; Inspired by the work of Čencov on multiparameter Lévy's Brownian motion, we show that the white noise on the straight lines in dimension three generates a cocycle of degree two, whose restrictions to plans have the law of plane Brownian sheets. We check that this degree two cocycle is the same than the one studied by us in a preceding work. Consequently we give here another proof of the existence of the degree two Brownian cocycle in dimension three. Moreover this construction is adapted to the numerical simulation.
- Subjects :
- Pure mathematics
mouvement brownien à plusieurs paramètres
Degree (graph theory)
Plane (geometry)
010102 general mathematics
Dimension (graph theory)
60H40 (60D05)
0102 computer and information sciences
General Medicine
White noise
multiparameter brownian motion
16. Peace & justice
01 natural sciences
brownian sheet
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Mathematics::Probability
010201 computation theory & mathematics
drap brownien
Calculus
0101 mathematics
Brownian motion
Mathematics
Subjects
Details
- ISSN :
- 1631073X and 07644442
- Volume :
- 342
- Database :
- OpenAIRE
- Journal :
- Comptes Rendus Mathematique
- Accession number :
- edsair.doi.dedup.....900b144687dbb0cea421c46d4f62512e
- Full Text :
- https://doi.org/10.1016/j.crma.2005.12.030