摘要
本文研究了布朗运动和次分数布朗运动混合的局部时问题.利用白噪声分析方法和次分数布朗运动的另一种表示形式,证明了该局部时是一个Hida广义泛函.进一步,借助于S-变换给出了该局部时的混沌表示.最后获得了该局部时的正则性条件.推广了布朗运动局部时的一些结果.
In this article, local time of mixed Brownian motion and subfractional Brownian motion is studied. By using an alternative expression of subfractional Brownian motion, it is proved that the local time is a Hida distribution through white noise approach. Moreover, the chaos expansion of the local time is given by S-transform. Lastly, regularized condition of the local time is also obtained. Some results of local time of Brownian motion are popularized.
出处
《数学杂志》
北大核心
2017年第3期659-666,共8页
Journal of Mathematics
基金
Supported by National Natural Science Foundation of China(71561017)
Science and Technology plan of Gansu Province(145RJZA033)
Special Funds for Scientific Research of Lanzhou Finance and Economics University
