| 关于二重分数Stratonovich随机积分的卷积逼近 |
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| 引用本文： | 尹娃女,冯德成.关于二重分数Stratonovich随机积分的卷积逼近[J].甘肃科学学报,2011,23(4):15-18. |
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| 作者姓名： | 尹娃女 冯德成 |
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| 作者单位： | 西北师范大学数学与信息科学学院,甘肃 兰州,730070 |
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| 摘 要： | 研究了当Hurst参数〈1/2的情形下,关于二重分数Stratonovich的随机积分.利用卷积逼近的方法和分数布朗运动随机积分的性质,最终得到了二维随机积分,这和文献1]中的方法有很大的不同.
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| 关 键 词： | 分数布朗运动 卷积逼近 非对角阶梯函数 二重Stratonovich积分 |
The Convolution Approximation of Double Fractional Stratonovich Type Integral |
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| YIN Wa-nv,FENG De-cheng.The Convolution Approximation of Double Fractional Stratonovich Type Integral[J].Journal of Gansu Sciences,2011,23(4):15-18. |
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| Authors: | YIN Wa-nv FENG De-cheng |
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| Institution: | YIN Wa-nv,FENG De-cheng(Department of Mathematics,Northwest Normal University,Lanzhou 730070,China) |
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| Abstract: | The double fractional Stratonovich type integral is studied when the Hurst parameter is less than 1 2.By the technique of convolution approximation and the properties of stochastic integral of fractional Brownian motion,we have obtained the related double stochastic integral,which is different from that literature1]. |
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| Keywords: | fractional Brownian motion convolution approximation off-diagonal step function double Stratonovich integral |
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