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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. |
关键词: 分数布朗运动 随机流 白噪声分析 |
DOI: |
分类号:O211.6 |
基金项目: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). |
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FRCTIONAL BROWNIAN STOCHASTIC CURRENT |
XIAO Yan-ping,GUO Jing-jun
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Abstract: |
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. |
Key words: fractional Brownian motion stochastic current white noise analysis |