Gel’fand三元组上多分数Lévy过程(英文)

MULTI-FRACTIONAL LVY PROCESSES ON GEL FAND TRIPLE

本文研究了Gel’fand三元组上多分数Lévy过程.通过将分数Lévy过程的参数替换为依赖于时间t的函数,从而定义了Gel’fand三元组上的多分数Lévy过程以及其一维边际分布和协方差函数.

In this paper,we study the sample and distribution properties of multi-fractional Lévy processes on Gel＇fand triple.By substituting the β parameter of fractional Lévy processes on Gel＇fand triple by a function dependent on time,we define multi-fractional Lévy processes on Gel＇fand triple and investigate their one demensional distributions and covariance function.