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

DOI10.1016/0304-4149(92)90081-ZMaRDI QIDQ1201765zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Fractional differentiation in the self-affine case. IV — random measures
• The Weyl-Marchaud fractional derivative of a type of self-affine functions
• Fractional Differentiation in the Self‐Affine Case. V ‐ The Local Degree of Differentiability
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Cites work

• scientific article; zbMATH DE number 3911357 (Why is no real title available?)
• Sample path properties of self-similar processes with stationary increments
• Self-similar processes with stationary increments generated by point processes
• Self‐Similar Random Measures III – Self‐Similar Random Processes
• The measure theory of random fractals

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
• scientific article; zbMATH DE number 5502276 (Why is no real title available?)
• Fractional differentiation in the self-affine case. II: Extremal processes
• The average density of the path of planar Brownian motion
• Fractional Differentiation in the Self‐Affine Case. V ‐ The Local Degree of Differentiability

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