Journal of the Chungcheong Mathematical Society (충청수학회지)

The Chungcheong Mathematical Society (충청수학회)
권호 표지

ON THE CONTINUITY AND GAUSSIAN CHAOS OF SELF-SIMILAR PROCESSES

  • Kim, Joo-Mok (Department of Computational Applied Mathematics Semyung University)
  • Received : 1999.06.28
  • Published : 1999.07.31
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Abstract

Let {X(t), $t{\geq}0$} be a stochastic integral process represented by stable random measure or multiple Ito-Wiener integrals. Under some conditions, we prove the continuity and self-similarity of these stochastic integral processes. As an application, we get Gaussian chaos which has some shift continuous function.

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