广义混合分数布朗运动

GENERALIZED MIXED FRACTIONAL BROWNIAN MOTION

本文研究了由多个分数布朗运动组合而成的广义混合分数布朗运动的性质.利用分数布朗运动的基本性质,获得了广义分数布朗运动的混合自相似性、马氏性、增量间的相关性、H(o|¨)lder连续性和α-可微性,推广了关于混合分数布朗运动的相应结论.

In this paper,we study some properties of generalized mixed fractional Brown motion which is composed of a multiple of fractional Brown motion.Using the basic properties of fractional Brown motion,we obtain the mixed-self-similar,Markov property,correlation between incremental,Holder continuity and α-differentiability and so on,which generalize the corresponding conclusions about mixed fractional Brownian motion.