| 分数布朗单的幂函数随机积分逼近 |
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| 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. |
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| 作者姓名： | 桑利恒 申广君 夏良文 |
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| 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 |
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| 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). |
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| 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.
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| 关 键 词： | 分数布朗单 随机积分 幂函数 |
| 收稿时间： | 2015/1/29 0:00:00 |
| 修稿时间： | 2015/3/19 0:00:00 |
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. |
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| Authors: | SANG Li-heng SHEN Guang-jun and XIA Liang-wen |
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| Institution: | 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 |
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| 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. |
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| Keywords: | fractional Brownian sheet stochastic integral power function |
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