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分数布朗单的幂函数随机积分逼近
桑利恒^1,2, 申广君², 夏良文²
1.滁州学院数学学院, 安徽滁州 239000;2.安徽师范大学数学系, 安徽芜湖 241000

摘要:

本文研究了分数布朗单的逼近问题.利用Wiener积分，得到了分数布朗单的幂函数型随机积分逼近.

关键词: 分数布朗单随机积分幂函数

DOI：

分类号:O211.6

基金项目:Supported by the National Natural Science Foundation of China (11271020) and the Natural Science Foundation of Universities of Anhui Province (KJ2012Z284; KJ2012Z286).

APPROXIMATION TO THE FRACTIONAL BROWNIAN SHEET FROM STOCHASTIC INTEGRALS OF POWER FUNCTION

SANG Li-heng^1,2, SHEN Guang-jun², XIA Liang-wen²

1.School of Mathematics, Chuzhou University, Chuzhou 239000, China;2.Department of Mathematics, Anhui Normal University, Wuhu 241000, China

Abstract:

In this paper, we study an approximation of the fractional Brownian sheet. By using the Wiener integrals, we obtain the approximation by stochastic integrals of power function.

Key words: fractional Brownian sheet stochastic integral power function