摘要
本文利用Riemann-Liouville分数积分算子的半群性质以及分数Lévy过程的Wie-ner积分,给出由同一平方可积Lévy过程定义的不同分数Lévy过程之间的积分变换公式.
In this paper,by virtue of the semigroup property of the Riemann-Liouville fractional integral operator and stochastic integration with respect to the fractional Lévy process on Gel＇fand triple,we give the transformation formula of different fractional Lévy processes defined by the same Lévy process on Gel＇fand triple.
出处
《应用数学》
CSCD
北大核心
2012年第1期71-75,共5页
Mathematica Applicata
基金
Supported by the NSF(11001051,10971076)
