Gelfand三元组上分式Lévy过程的新息表示(英文)  

Innovational Representation of Fractional Lévy Processes on Gel'fand Triple

作　　者：吕学斌[1] 万建平[1] 

机构地区：[1]华中科技大学数学与统计学院,湖北武汉430074

出　　处：《应用数学》2009年第2期443-447,共5页Mathematica Applicata

基　　金：Supported by NSF of China (10571065)

摘　　要：借助于分式积分-微分算子和关于Gelfand三元组上分式Lévy过程的随机积分,本文给出分式Lévy过程的新息表示公式,此公式可将Gelfand三元组上分式Lévy过程转换成更简单的L啨vy过程,并且可以应用在信号识别和行为金融学中.In this paper, by virtue of the fractional differential-integral operator and stochastic integration with respect to the fractional Levy process on Gel＇fand triple,we give an innovational repre- sentation formula of the fractional Levy process which can be viewed as a way to transform the complicated fractional Levy process on Gel＇land triple into a simpler L^vy process on Gel＇land triple and this formula can be applied in detecting signals and behavioral finance.

关 键 词：Gelfand三元组 LÉVY过程 分式Lévy过程 新息表示 

分 类 号：O211.6[理学—概率论与数理统计]