Some It Formulas with Respect to Mixed Fractional Brownian Motion and Brownian Motion  

作　　者：舒慧生 阚秀 周海涛 

机构地区：[1]College of Science,Donghua University [2]College of Information Science and Technology,Donghua University

出　　处：《Journal of Donghua University(English Edition)》2010年第4期530-534,共5页东华大学学报（英文版）

基　　金：Natural Science Foundation of Shanghai,China(No.07ZR14002);National Natural Science Foundation of China(No.60974030)

摘　　要：Some It formulas with respect to mixed Fractional Brownian motion and Brownian motion were given in this paper.These extended the It formula for the fractional Wick It Skorohod integral with respect to Fractional Brownian motion,meanwhile extended the It formula for It Skorohod integral with respect to Brownian motion.Taylor's formula is applied to prove our conclusion in this article.Some It formulas with respect to mixed Fractional Brownian motion and Brownian motion were given in this paper.These extended the It formula for the fractional Wick It Skorohod integral with respect to Fractional Brownian motion,meanwhile extended the It formula for It Skorohod integral with respect to Brownian motion.Taylor＇s formula is applied to prove our conclusion in this article.

关 键 词：Fractional Brownian motion Brownian motion Itö formula 

分 类 号：O211.63[理学—概率论与数理统计]