학술저널
ON THE CONTINUITY AND GAUSSIAN CHAOS OF SELF-SIMILAR PROCESSES
- 충청수학회
- Journal of the Chungcheong Mathematical Society
- Volume 12, No. 1
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1999.08133 - 146 (14 pages)
- 0
Let {X(t), t ≥ 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.
Abstract
1. Introduction
2. Preliminaries
3. H-ss represented by stable random measure
4. H-ss represented by Ito-Wiener integrals
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