摘要
本文研究Besov空间上Riemann-Liouville型重分数布朗单的弱收敛问题.分别利用平面上的Poisson过程和两列独立的Riemann-Liouville型重分数布朗运动的部分和,构造了Riemann-Liouville型重分数布朗单的弱极限定理.
In this paper, we study the weak convergence of the multifractional Brownian sheet of Riemann-Liouville type in Besov space. By using a Poisson process in the plane and the partial sums of two sequences of real independent multifractional Brownian motion of Riemann-Liouville type, respectively, we obtain limit theorems of the multifractional Brownian sheet of Riemann-Liouville type.
出处
《应用数学》
CSCD
北大核心
2016年第4期749-760,共12页
Mathematica Applicata
基金
Supported by the National Natural Science Foundation of China(11271020)
the Distinguished Young Scholars Foundation of Anhui Province(1608085J06)
the National Natural Science Foundation of China(11361007)
the Natural Science Foundation of Universities of Anhui Province(KJ2014A180,KJ2016A527)
