• Journal of applied mathematics & informatics
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• 제12권1_2호
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• pp.385-393
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• 2003

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).

• Journal of applied mathematics & informatics
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• 제20권1_2호
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• pp.585-594
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• 2006

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 $Y_{H_t}$ (t) is continuous in t with probability one for Holder function $H_t$ of exponent $\beta$.