Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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LOCAL HOLDER PROPERTY AND ASYMPTOTIC SELF-SIMILAR PROCESS

  • Kim, Joo-Mok (Mathematics Section, College of General Education, Semyung University)
  • Published : 2003.05.01

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Abstract

Let Y(t) be a stochastic integral process represented by Brownian motion. We show that YHt (t) is continuous in t with probability one for Molder function Ht of exponent ${\beta}$ and finally we derive asymptotic self-similar process YM (t) which converges to Yw (t).

Keywords

References

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