摘要
应用[1]中方法,研究了分数布朗运动局部Strassen重对数律,将[1]的结果推广到了分数布朗运动情形,也将[2]的结果推广到了局部情形。
Using the method in [ 1 ] ,local Strassen＇ s law of the iterated logarithm for fractional Brownian motion is investigated. The result in [ 1 ] is extended to the case of fractional Brownian motion, the result in [ 2 ] is also extended to local case.
作者
刘永宏
李东升
李丰兵
姜淼
LIU Yonghong LI Dongsheng LI Fengbing JIANG Miao(School of Mathematics and Computing Science, Guilin University of Electronic Technology,Guilin 541004, China Guangxi Colleges and Universities Key Laboratory of Data Analysis and Computation, Guilin University of Electronic Technology, Guilin 541004, Chin)
出处
《邵阳学院学报（自然科学版）》
2016年第4期19-21,共3页
Journal of Shaoyang University：Natural Science Edition
基金
广西教育厅高校科研基金资助项目(YB2014117)
国家自然科学基金资助项目(11661025)
大学生创新项目资助(201510595198)
国家社科基金资助项目(16XTJ002)
关键词
分数
布朗运动
平稳增量
局部Strassen重对数律
fractional
brownian motion
stationary increments
local Strassen＇ s law of the iterated logarithm
