Stochastic process theory, mainly through observe the evolution of the process of random phenomena, to deduce its statistical regularity. Volterra Process is given by M(t)=0 tF(t,r)dX(r), t?R+,It is a sort of stochastic processes.Volterra Process has a close relationship with physical motions, such as White noise,Brownian motion and so on.In the study of the fractal analysis and stochastic process,determining the fractal dimension of stochastic process is a very active subject.In this thesis, the major part is studying the fractal nature of Volterra Process. In the recent literature, Eyal Neuman assume that the integrand is a function of smooth variation and derived the fractal dimension of Volterra Process.In this paper, we redefine the integrand of Volterra Process based on the results of the study,and present a more universalizability fractal nature of Volterra Process: 1.hM(t)?1, (?)t?SlX,P-a.s. 2.dim(Q?M)=??, (?)?? [0,1/?], P-a.s. Where l?0 is some constant which is related to F(t,r),?>0 is some parameter determined by Levy measure ?(dx). |