摘要
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.
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.
出处
《应用数学》
CSCD
北大核心
2011年第2期260-264,共5页
Mathematica Applicata
基金
Supported by the National Natural Science Foundation of China ( 11061032,30973586)
the Young Fund of Northwest University for Nationalities (X2009-003)
