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| 分式Brownian运动的多重相交局部时 |
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郭精军,姜国,肖艳萍
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1. 华中科技大学数学与统计学院,湖北武汉430074;兰州商学院统计学院,甘肃兰州730020
2. 华中科技大学数学与统计学院,湖北武汉430074;湖北师范学院数学与统计学院,湖北黄石435002
3. 西北民族大学数学与计算机科学学院,甘肃兰州,730000
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| 摘要: |
| 本文研究了分式布朗运动的多重相交局部时的问题.利用白噪声分析的方法,获得了分式布朗运动的多重相交局部时的展开式.进行适当的截取,展开式在白噪声广义泛函意义下存在,并给出它们的核函数.推广了布朗运动的多重相交局部时. |
| 关键词: 分式布朗运动 相交局部时 白噪声泛函 |
| DOI： |
| 分类号:O211.6 |
| 基金项目: |
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| MULTIPLE INTERSECTION LOCAL TIME OF FRACTIONAL BROWNIAN MOTION |
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GUO Jing-jun,JIANG Guo,XIAO Yan-ping
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GUO Jing-jun 1,2,JIANG Guo1,3,XIAO Yan-ping 4(1.School of Mathematics and Statistics,Huazhong University of Science and Technology,Wuhan 430074,China)(2.School of Statistics,Lanzhou University of Finance and Economics,Lanzhou 730020,China)(3.School of Mathematics and Statistics,Hubei Normal University,Huangshi 435002,China)(4.School of Mathematics and Computer Science,Northwest University for Nationalities,Lanzhou 730000,China)
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| Abstract: |
| This article studies the problem of multiple intersection local times of fractional Brownian motion. By using white noise approach, expansions of multiple intersection local time of fractional Brownian motion are obtained. Suitably subtracted, they exist in the sense of generalized white noise functionals; their kernel functions are also given. The problem of multiple intersection local time of Brownian motion is popularized. |
| Key words: fractional Brownian motion intersection local time white noise functional |
