| 多分数Lévy过程的混沌展开 |
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| 引用本文： | 吕学斌,马树建.多分数Lévy过程的混沌展开[J].数学杂志,2016,36(4):705-710. |
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| 作者姓名： | 吕学斌 马树建 |
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| 作者单位： | 南京工业大学数理科学学院应用数学系, 江苏 南京 211816,南京工业大学数理科学学院应用数学系, 江苏 南京 211816 |
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| 基金项目： | Supported by Natural Science Foundation of Jiangsu Province (BK20150935)and Natural Science Foundation of China (41101509). |
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| 摘 要： | 本文研究了多分数Lévy过程的混沌展开. 利用白噪声分析方法, 给出了多分数Lévy过程的混沌展开. 进一步地, 给出其Lévy-Hermite变换和Malliavin导数.
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| 关 键 词： | 多分数Lévy过程 混沌展开 |
| 收稿时间： | 2013/5/30 0:00:00 |
| 修稿时间： | 2014/10/16 0:00:00 |
CHAOS EXPANSION FOR MULTIFRACTIONAL LÉVY PROCESSES |
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| L&#; Xue-bin and MA Shu-jian.CHAOS EXPANSION FOR MULTIFRACTIONAL LÉVY PROCESSES[J].Journal of Mathematics,2016,36(4):705-710. |
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| Authors: | L&#; Xue-bin and MA Shu-jian |
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| Institution: | Department of Applied Mathematics, School of Physical and Mathematics Sciences, Nanjing University of Technology, Nanjing 211816, China and Department of Applied Mathematics, School of Physical and Mathematics Sciences, Nanjing University of Technology, Nanjing 211816, China |
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| Abstract: | In this paper, we study the chaos expansion for multifractional Lévy processes. By using the white noise analysis, we give the chaos expansion of multifractional Lévy Processes. Moreover, we derive their Lévy-Hermite transforms and Malliavin derivatives. |
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| Keywords: | muiltifractional Lévy processes chaos expansion |
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