|
|||||
|
|
Some It(o) Formulas with Respect to Mixed Fractional Brownian Motion and Brownian Motion |
|
| Authors: | SHU Hui-sheng KAN Xiu ZHOU Hai-tao |
| Abstract: | Some It(o)formulas with respect to mixed Fractional Brownian motion and Brownian motion were given in this paper.These extended the lt(o)formula for the fractional Wick lt(o)Skorohod integral with respect to Fractional Brownian motion,meanwhile extended the lt(o)formula for It(o)Skorohod integral with respect to Brownian motion.Taylor's formula is applied to prove our conclusion in this article. |
| Keywords: | Fractional Brownian motion Brownianmotion It(o) formula |
| 本文献已被 万方数据 等数据库收录！ | |