| 分式Brown运动的局部时:白噪声分析法 |
| |
| 引用本文： | 郭精军,肖艳萍.分式Brown运动的局部时:白噪声分析法[J].应用数学,2011,24(2). |
| |
| 作者姓名： | 郭精军 肖艳萍 |
| |
| 作者单位： | 1. 华中科技大学数学与统计学院,湖北武汉430074;兰州商学院统计学院,甘肃兰州730020
2. 西北民族大学数学与计算机科学学院,甘肃兰州,730124 |
| |
| 基金项目： | Supported by the National Natural Science Foundation of China ( 11061032,30973586); the Young Fund of Northwest University for Nationalities (X2009-003) |
| |
| 摘 要： | 本文利用白噪声分析的方法,讨论了分式布朗运动的局部时,即将其看作一个Hida分布.进一步,给出分式布朗运动的局部时的混沌分解以及局部时平方可积性.
|
| 关 键 词： | 分式布朗运动 局部时 Hida分布 白噪声分析法 |
Local Time of Fractional Brownian Motion:White Noise Approach |
| |
| GUO Jingjun
,
XIAO Yanping.Local Time of Fractional Brownian Motion:White Noise Approach[J].Mathematica Applicata,2011,24(2). |
| |
| Authors: | GUO Jingjun XIAO Yanping |
| |
| Institution: | GUO Jingjun1,2,XIAO Yanping3 (1.School of Mathematics and Statistics,Huazhong University of Science and Technology,Wuhan 430074,China,2.School of Statistics,Lanzhou University of Finance and Economics,Lanzhou 730020,3.School of Mathematics and Computer Science,Northwest University for Nationalities,Lanzhou 730124,China) |
| |
| Abstract: | In this paper,local time of fractional Brownian motion is discussed through white noise approach,which means to regard it as a Hida distribution.Furthermore,the chaos expansion of the local time for fractional Brownian motion is given and the local time is square integrable. |
| |
| Keywords: | Fractional Brownian motion Local time Hida distribution White noise approach |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
