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- 2015
赋权分数布朗运动的幂变差与应用
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Abstract:
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。
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
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