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- 학술저널
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- 한국전산응용수학회 Journal of applied mathematics & computing Journal of applied mathematics & computing 제20권 제1호
- 발행연도
- 2006.1
- 수록면
- 585 - 594 (10page)
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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 $\beta$.
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