A class of deterministic self-affine processes

DOI10.1007/BF03167840MaRDI QIDQ5751674zbMATH OpenFDO

Authors Teturo Kamae, Michael Keane

Publication date 1990

Published in Japan Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF03167840

zbMATH Keywords

covariance structure of a fractional Brownian motionoccupation measureRudin-Shapiro sequenceself-affine functionself-affine stochastic process

Mathematics Subject Classification ID

Automata sequences (11B85) Self-similar stochastic processes (60G18)

Recommendations

• Stieltjes integration and stochastic calculus with respect to self-affine functions
• Stochastic analysis based on deterministic Brownian motion
• On self-affine functions
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Cites work

• A characterization of self-affine functions
• On a class of self-similar processes
• On self-affine functions

Cited in

(12)

• A probabilistic property of Katsuura's continuous nowhere differentiable function
• Stieltjes integration and stochastic calculus with respect to self-affine functions
• Linear expansions, strictly ergodic homogeneous cocycles and fractals
• Approximate, saturated and blurred self-affinity of random processes with finite domain power-law power spectrum
• Minimal cocycles with the scaling property and substitutions
• On the magnification of Cantor sets and their limit models
• Local time of self-affine sets of Brownian motion type and the jigsaw puzzle problem
• A New Class of Second Order Self-Similar Processes
• Self-regulating processes
• Fractional Differentiation in the Self‐Affine Case. V ‐ The Local Degree of Differentiability
• Rudin-Shapiro sequences along squares
• Stochastic analysis based on deterministic Brownian motion

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