| d维分数布朗运动的相关结果研究 |
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| 引用本文： | 刘海洋,叶润萍.d维分数布朗运动的相关结果研究[J].徐州师范大学学报(自然科学版),2007,25(2):36-39. |
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| 作者姓名： | 刘海洋 叶润萍 |
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| 作者单位： | 1. 徐州空军学院,基础部,江苏,徐州,221006
2. 宿迁学院,教师教育系,江苏,宿迁,223800 |
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| 基金项目： | 国家自然科学基金;江苏省自然科学基金;江苏省教育厅自然科学基金 |
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| 摘 要： | 引入并研究了d维分数布朗运动(dfBM)的性质,给出了dfBM的d维标准布朗运动(dsBM)的表示,由此诱导出dfBM与dsBM之间一个有界微积分算子AH,最后讨论了dfBM的dsBM多角形逼近,并由测度论知识得到最佳逼近.
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| 关 键 词： | d维分数布朗运动 dfBM的dsBM的表示 dfBM的dsBM多角形逼近 |
| 文章编号： | 1007-6573（2007）02-0036-04 |
| 修稿时间： | 2007-03-05 |
Several Results of d-Dimensional Fractional Brownian Motion |
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| LIU Hai-yang,YE Run-ping.Several Results of d-Dimensional Fractional Brownian Motion[J].Journal of Xuzhou Normal University(Natural Science Edition),2007,25(2):36-39. |
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| Authors: | LIU Hai-yang YE Run-ping |
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| Institution: | 1. Section of Basic Courses, Xuzhou Airforce College, Xuzhou, Jiangsu, 221006, China; 2. Education Department, Suqian College, Suqian, Jiangsu, 223800, China |
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| Abstract: | In this paper,the d-dimensional fractional Brownian motion(dfBM) is defined and studied.A class of d-differential transformation AH with a representation of dfBM is introduced and discussed.In particular,the boundedness of AH is considered.We construct an approximation of dfBM by using the polygonal approximation of dsBM,and obtain the rate of convergence.Interestingly,the best approximation of dfBM is acquired. |
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| Keywords: | d-dimensional fractional Brownian motion representation of dfBM with dsBM polygonal approximation of dfBM |
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