|
- 2017
分数布朗单的幂函数随机积分逼近
|
Abstract:
本文研究了分数布朗单的逼近问题.利用Wiener积分,得到了分数布朗单的幂函数型随机积分逼近.
In this paper, we study an approximation of the fractional Brownian sheet. By using the Wiener integrals, we obtain the approximation by stochastic integrals of power function