Fractional differentiation in the self-affine case. I: Random functions

DOI10.1016/0304-4149(92)90081-ZzbMath0767.60039OpenAlexW2007849827MaRDI QIDQ1201765

Martina Zähle, Norbert Patzschke

Publication date: 17 January 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(92)90081-z

zbMATH Keywords

Brownian motionself-similarlinear retractionsmeasurable random mapping

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Self-similar stochastic processes (60G18)

Related Items (9)

Fractional differentiability of nowhere differentiable functions and dimensions ⋮ Average densities of the image and zero set of stable processes ⋮ On Bandt's tangential distribution for self-similar measures ⋮ Fractional differentiation in the self-affine case. IV — random measures ⋮ ON THE FRACTIONAL DERIVATIVE OF A TYPE OF SELF-AFFINE CURVES ⋮ Fractional Differentiation in the Self‐Affine Case. V ‐ The Local Degree of Differentiability ⋮ Fractional differentiation in the self-affine case. II: Extremal processes ⋮ CALCULUS ON FRACTAL SUBSETS OF REAL LINE — I: FORMULATION ⋮ The average density of the path of planar Brownian motion

Cites Work

• Unnamed Item
• Sample path properties of self-similar processes with stationary increments
• Self-similar processes with stationary increments generated by point processes
• The measure theory of random fractals
• Self‐Similar Random Measures III – Self‐Similar Random Processes

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