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| 分数布朗单的幂函数随机积分逼近 | |
| 引用本文： | 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 |
| 作者姓名： | 桑利恒 申广君 夏良文 |
| 作者单位： | 滁州学院数学学院, 安徽 滁州 239000;安徽师范大学数学系, 安徽 芜湖 241000,安徽师范大学数学系, 安徽 芜湖 241000,安徽师范大学数学系, 安徽 芜湖 241000 |
| 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; KJ2012Z286). |
| 摘 要： | 本文研究了分数布朗单的逼近问题.利用Wiener积分，得到了分数布朗单的幂函数型随机积分逼近. |
| 关 键 词： | 分数布朗单 随机积分 幂函数 |
| 收稿时间： | 2015-01-29 |
| 修稿时间： | 2015-03-19 |
APPROXIMATION TO THE FRACTIONAL BROWNIAN SHEET FROM STOCHASTIC INTEGRALS OF POWER FUNCTION |
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| SANG Li-heng,SHEN Guang-jun and XIA Liang-wen. APPROXIMATION TO THE FRACTIONAL BROWNIAN SHEET FROM STOCHASTIC INTEGRALS OF POWER FUNCTION[J]. Journal of Mathematics, 2017, 37(1): 74-82 | |
| Authors: | SANG Li-heng SHEN Guang-jun XIA Liang-wen |
| Affiliation: | School of Mathematics, Chuzhou University, Chuzhou 239000, China;Department of Mathematics, Anhui Normal University, Wuhu 241000, China,Department of Mathematics, Anhui Normal University, Wuhu 241000, China and Department of Mathematics, Anhui Normal University, Wuhu 241000, China |
| 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. |
| Keywords: | fractional Brownian sheet stochastic integral power function |
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