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| 摘要: |
| 本文研究了多分数Lévy过程的混沌展开. 利用白噪声分析方法, 给出了多分数Lévy过程的混沌展开. 进一步地, 给出其Lévy-Hermite变换和Malliavin导数. |
| 关键词: 多分数Lévy过程 混沌展开 |
| DOI： |
| 分类号:O211.6 |
| 基金项目:Supported by Natural Science Foundation of Jiangsu Province (BK20150935)and Natural Science Foundation of China (41101509). |
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| CHAOS EXPANSION FOR MULTIFRACTIONAL LÉVY PROCESSES |
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LÜ Xue-bin,MA Shu-jian
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| Abstract: |
| In this paper, we study the chaos expansion for multifractional Lévy processes. By using the white noise analysis, we give the chaos expansion of multifractional Lévy Processes. Moreover, we derive their Lévy-Hermite transforms and Malliavin derivatives. |
| Key words: muiltifractional Lévy processes chaos expansion |
