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

DOI10.1016/0304-4149(92)90081-ZzbMATH Open0767.60039OpenAlexW2007849827MaRDI QIDQ1201765FDOQ1201765

Authors: Norbert Patzschke, Martina Zähle 

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

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zbMATH Keywords

Brownian motionself-similarlinear retractionsmeasurable random mapping

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Sample path properties of self-similar processes with stationary increments
• The measure theory of random fractals
• Self-similar processes with stationary increments generated by point processes
• Self‐Similar Random Measures III – Self‐Similar Random Processes

Cited In (10)

• CALCULUS ON FRACTAL SUBSETS OF REAL LINE — I: FORMULATION
• Fractional differentiation in the self-affine case. IV — random measures
• 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
• ON THE FRACTIONAL DERIVATIVE OF A TYPE OF SELF-AFFINE CURVES
• Title not available (Why is that?)
• Fractional differentiation in the self-affine case. II: Extremal processes
• Fractional Differentiation in the Self‐Affine Case. V ‐ The Local Degree of Differentiability
• The average density of the path of planar Brownian motion

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