Journal of applied mathematics & informatics
- Volume 20 Issue 1_2
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- Pages.585-594
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- 2006
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- 2734-1194(pISSN)
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- 2234-8417(eISSN)
GAUSSIAN CHAOS AND LOCAL H$\ddot{O}LDER$ PROPERTY OF STOCHASTIC INTEGRAL PROCESS
- KIM JOO-MOK (Mathematics Section, College of General Education, Semyung University)
- Published : 2006.01.01
Abstract
We consider a stochastic integral process represented by multiple Ito-Wiener integrals. We derive gaussian chaos which has some shift continuous function. We get continuity property of self-similar process represented by multiple integrals and finally we show that