数学杂志2017,Vol.37Issue(1):74-82,9.
分数布朗单的幂函数随机积分逼近
APPROXIMATION TO THE FRACTIONAL BROWNIAN SHEET FROM STOCHASTIC INTEGRALS OF POWER FUNCTION
摘要
Abstract
In this paper, we study an approximation of the fractional Brownian sheet. By using the Wiener integrals, we obtain the approximation by stochastic integrals of power function.关键词
分数布朗单/随机积分/幂函数Key words
fractional Brownian sheet/stochastic integral/power function分类
数理科学引用本文复制引用
桑利恒,申广君,夏良文..分数布朗单的幂函数随机积分逼近[J].数学杂志,2017,37(1):74-82,9.基金项目
Supported by the National Natural Science Foundation of China (11271020) and the Natural Science Foundation of Universities of Anhui Province (KJ2012Z284 (11271020)
KJ2012Z286) ()