摘要
本文研究了分数布朗随机流的问题,给出了Wick积分意义下的分数布朗随机流的定义.利用白噪声分析方法证明了该随机流是一个Hida广义泛函,推广了布朗随机流的一些结果.
In this article, fractional Brownian stochastic current is studied, and the definition of fractional Brownian stochastic current is given in the sense of Wick integral. Through white noise approach, we prove that the current is a Hida distribution, which generalizes some results of Brownian stochastic.
作者
肖艳萍
郭精军
XIAO Yan-ping;GUO Jing-jun(School of Mathematics and Computer Science,Northwest University for Nationalities,Lanzhou 730000 China;School of Statistics,Lanzhou University of Finance and Economics,Lanzhou 730020 China)
出处
《数学杂志》
2018年第3期557-562,共6页
Journal of Mathematics
基金
国家自然科学基金(71561017)
西北民族大学引进人才科研项目(xbmuyjrc201701)
西北民族大学基本科研业务费专项资金资助项目(31920170035)
关键词
分数布朗运动
随机流
白噪声分析
fractionM Brownian motion
stochastic current
white noise analysis
