分数随机微分方程的一般解

General solution for fractional stochastic differential equations

在基于布朗运动的随机微分方程的研究成果基础上,应用分数布朗运动理论,推导了基于分数布朗运动的随机微分方程(分数随机微分方程)的一般解。

By using fractional Brownian motion theory, general solution for the stochastic differential equations （SDE） based on fractional Brownian motion, namely fractional stochastic differential equations（ FSDE）, was deduced according to the research results of SDE based on Brownian motion.