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| 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). |
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| APPROXIMATION TO THE FRACTIONAL BROWNIAN SHEET FROM STOCHASTIC INTEGRALS OF POWER FUNCTION |
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SANG Li-heng,SHEN Guang-jun,XIA Liang-wen
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| 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 |
