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Some It(o) Formulas with Respect to Mixed Fractional Brownian Motion and Brownian Motion

SHU Hui-sheng KAN Xiu ZHOU Hai-tao

东华大学学报（英文版）2010，Vol.27Issue(4)：530-534,5.

Some It(o) Formulas with Respect to Mixed Fractional Brownian Motion and Brownian Motion

SHU Hui-sheng ¹KAN Xiu ²ZHOU Hai-tao¹

作者信息

1. College of Science,Donghua University,Shanghai 201620,China
2. College of Information Science and Technology,Donghua University,Shanghai 201680,China
折叠

摘要

关键词

Fractional Brownian motion/Brownianmotion/It(o) formula

Key words

Fractional Brownian motion/Brownianmotion/It(o) formula

分类

数理科学

引用本文复制引用

SHU Hui-sheng,KAN Xiu,ZHOU Hai-tao..Some It(o) Formulas with Respect to Mixed Fractional Brownian Motion and Brownian Motion[J].东华大学学报（英文版）,2010,27(4):530-534,5.

基金项目

Natural Science Foundation of Shanghai,China(No.07ZR14002) （No.07ZR14002）

National Natural Science Foundation of China(No.60974030) （No.60974030）

东华大学学报（英文版）

ISSN：1672-5220

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