%0 Journal Article
%T 赋权分数布朗运动的幂变差与应用<br>Power variation of weighted-fractional Brownian motion and application
%A 邓龙娟
%A 祝东进
%A 申广君&lt
%A br&gt
%A DENG Long-juan
%A ZHU Dong-jin
%A SHEN Guang-jun
%J 山东大学学报（理学版）
%D 2015
%R 10.6040/j.issn.1671-9352.0.2014.234
%X 摘要： 利用赋权分数布朗运动的随机积分表示, 研究了赋权分数布朗运动的幂变差。利用所得结果, 给出了关于赋权分数布朗运动中参数b的估计。<br>Abstract: The power variation of weighted-fractional Brownian motion was considened by using its stochastic calculus representation. As an application, the estimate of parameter b was obtainted
%K 赋权分数布朗运动
%K 强一致性
%K 幂变差
%K &lt
%K br&gt
%K weighted-fractional Brownian motion
%K power variation
%K strongly consistent
%U http://lxbwk.njournal.sdu.edu.cn/CN/10.6040/j.issn.1671-9352.0.2014.234