| 分数布朗桥测度及其分部积分公式 |
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| 引用本文： | 孙晓霞.分数布朗桥测度及其分部积分公式[J].数学研究及应用,2018,38(4):418-426. |
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| 作者姓名： | 孙晓霞 |
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| 作者单位： | 东北财经大学数量与经济学院, 辽宁 大连 116025 |
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| 摘 要： |
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| 收稿时间： | 2016/9/19 0:00:00 |
| 修稿时间： | 2018/4/27 0:00:00 |
Fractional Brownian Bridge Measures and Their Integration by Parts Formula |
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| Xiaoxia SUN.Fractional Brownian Bridge Measures and Their Integration by Parts Formula[J].Journal of Mathematical Research with Applications,2018,38(4):418-426. |
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| Authors: | Xiaoxia SUN |
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| Institution: | School of Mathematics, Dongbei University of Finance and Economics, Liaoning 116025, P. R. China |
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| Abstract: | In this paper, we focus on the characterization for fractional Brownian bridge measures. We give the integration by parts formula for such measures by Bismut''s method and their pull back formula. Conversely, we prove that such measures can be determined through their integration by parts formula. |
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| Keywords: | fractional Brownian bridge measures integration by parts formula characterization |
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