分式Brown运动的局部时:白噪声分析法
분식Brown운동적국부시:백조성분석법
Local Time of Fractional Brownian Motion: White Noise Approach
  • 万方数据
    应用数学 응용수학
    MATHEMATICA APPLICATA
    2011年 2期 260-264 ,共5页

    郭精军%肖艳萍

    곽정군%초염평

    分式布朗运动%局部时%Hida分布%白噪声分析法 分式佈朗運動%跼部時%Hida分佈%白譟聲分析法
    분식포랑운동%국부시%Hida분포%백조성분석법
    Key words: Fractional Brownian motion%Local time%Hida distribution%White noise approach
    本文利用白噪声分析的方法,讨论了分式布朗运动的局部时,即将其看作一个Hida分布.进一步,给出分式布朗运动的局部时的混沌分解以及局部时平方可积性.
    본문이용백조성분석적방법,토론료분식포랑운동적국부시,즉장기간작일개Hida분포.진일보,급출분식포랑운동적국부시적혼돈분해이급국부시평방가적성.
    In this paper,local time of fractional Brownian motion is discussed through white noise approach,which means to regard it as a Hida distribution.Furthermore,the chaos expansion of the local time for fractional Brownian motion is given and the local time is square integrable.
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