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- 2018
分数布朗随机流
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Abstract:
本文研究了分数布朗随机流的问题,给出了Wick积分意义下的分数布朗随机流的定义.利用白噪声分析方法证明了该随机流是一个Hida广义泛函,推广了布朗随机流的一些结果.
In this article, fractional Brownian stochastic current is studied, and the definition of fractional Brownian stochastic current is given in the sense of Wick integral. Through white noise approach, we prove that the current is a Hida distribution, which generalizes some results of Brownian stochastic