| 多重分数Stratonovich积分的另一种构造(英文) |
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| 引用本文： | 汪宝彬.多重分数Stratonovich积分的另一种构造(英文)[J].数学杂志,2010,30(3). |
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| 作者姓名： | 汪宝彬 |
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| 作者单位： | 中南民族大学数学与统计学学院,湖北,武汉,430074 |
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| 基金项目： | Supported by the Scientific Research Fund of Central South University for Nationalities(YZZ09005) |
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| 摘 要： | 本文研究了当Hurst参数日小于1/2时关于分数布朗运动的随机积分问题.利用分数布朗运动的性质和卷积逼近的方法,获得了多重分数Stratonovich积分的另一种构造.
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| 关 键 词： | 分数布朗运动 Hilbert逼近 Stratonovich积分 多重积分 |
ANOTHER CONSTRUCTION OF MULTIPLE FRACTIONAL STRATONOVICH TYPE INTEGRAL |
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| WANG Bao-bin.ANOTHER CONSTRUCTION OF MULTIPLE FRACTIONAL STRATONOVICH TYPE INTEGRAL[J].Journal of Mathematics,2010,30(3). |
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| Authors: | WANG Bao-bin |
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| Institution: | WANG Bao-bin (School of Math., Statistics,Central South University for Nationalities,Wuhan 430074,China) |
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| Abstract: | In this article,we study the multiple Stratonovich integral for the fractional Brownian motion with Hurst parameter H<1/2.By the techniques of Hilbert approximation and the properties of stochastic integration of fractional Brownian motion,we obtain the related multiple stochastic integral. |
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| Keywords: | fractional Brownian motion Hilbert approximation Stratonovich integral multiple integral |
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