Holder Continuity of H-Sssi $S\alpha S$ Processes
Commun. Korean Math. Soc. 2000 Vol. 15, No. 1, 123-131
Joo-Mok Kim
Semyung University
Abstract : Let $\{ X(t): t \ge 0 \}$ be a symmetric $\alpha$ stable and $H$-self-similar process with stationary increments. We examine a.s. H$\ddot{\mbox{o}}$lder unboundedness of $S\alpha S$ $H\!$-sssi Chentsov processes and $H\!$-sssis Chentsov fields for order $\gamma > H$. Finally, we prove a.s. H$\ddot{\mbox{o}}$lder continuity of $S\alpha S$ $H$-sssi processes with ergodic scaling transformations for the case of $H > 1/\alpha$.
Keywords : self-similar process, stable process, Chentsov process
MSC numbers : 60G17, 60G18
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