关于分数Wiener过程的不可微连续
On the Modulus of Non-Differentiability for Fractional Wiener Processes
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摘要: 在本文中,我们推广了Csörgő和 Shao（1994）的结果,给出了阶α（0<α<1）的分数Wiener过程的不可微连续模。Abstract: AbstractIn this paper, by treating the modulus of non-differentiability of a fractional Wiener process, we extend Csörgö and Shao （1994） results and give the modulus of non-differentiability of a fractional Wiener process for order 0 ＜α ＜ 1.
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