| 关于分数Wiener过程的不可微连续 |
| |
| 引用本文： | 陆传荣. 关于分数Wiener过程的不可微连续[J]. 应用概率统计, 2002, 18(4): 419-424 |
| |
| 作者姓名： | 陆传荣 |
| |
| 作者单位： | 浙江财经学院,杭州,310012 |
| |
| 基金项目： | “Project 10071072 supported by NSFC and the project supported by Natural Science Fund 101016 of Zhejiang Province.Received 2001.6.7 |
| |
| 摘 要： | 在本文中，我们推广了Csoego＂和Shao(1994)的结果，给出了阶α（0＜α＜1）的分数Wiener过程的不可微连续模。
|
| 关 键 词： | 分数Wiener过程 轨道性质 不可微模 |
On the Modulus of Non-Differentiability for Fractional Wiener Processes |
| |
| LU CHUANRONG. On the Modulus of Non-Differentiability for Fractional Wiener Processes[J]. Chinese Journal of Applied Probability and Statisties, 2002, 18(4): 419-424 |
| |
| Authors: | LU CHUANRONG |
| |
| Abstract: | In this paper, by treating the modulus of non-differentiability of a fractional Wiener process, we extend Csorgo and Shao (1994) results and give the modulus of non-differentiability of a fractional Wiener process for order 0＜α＜ 1. |
| |
| Keywords: | : Fractional Wiener process path property modulus of non-differentiability. |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
