LU Chuanrong. On the Modulus of Non-Differentiability for Fractional Wiener Processes[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(4): 419-424.
Citation:
LU Chuanrong. On the Modulus of Non-Differentiability for Fractional Wiener Processes[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(4): 419-424.
LU Chuanrong. On the Modulus of Non-Differentiability for Fractional Wiener Processes[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(4): 419-424.
Citation:
LU Chuanrong. On the Modulus of Non-Differentiability for Fractional Wiener Processes[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(4): 419-424.
On the Modulus of Non-Differentiability for Fractional Wiener Processes
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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