Journal of applied mathematics & informatics
- 제20권1_2호
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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
초록
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