缓增分数Lévy过程(英文)  

Tempered Fractional Lévy Processes

作　　者：吕学斌[1] 李金凤[1] 马树建[1] 

机构地区：[1]南京工业大学理学院应用数学系,江苏南京210009

出　　处：《应用数学》2014年第3期564-569,共6页Mathematica Applicata

基　　金：Supported by the Natural Science Foundation of China with granted(41101509,11301263);the Foundation from China's Ministry of Education(11YJA9100001)

摘　　要：基于文[5]提出的缓增分数布朗运和分数Lévy过程的概念,在本文中我们对分数Lévy过程的滑动平均积分表示中的核函数添加缓增指数项,从而定义缓增的分数Lévy过程并研究其样本轨道性质和分布性质.我们可以证明其具有平稳增量性和半长相依性质.Motivated by the notion of tempered fractional Brownian motion given by[5]and fractional Lévy processes,in this paper,adding a tempering exponential term to the power law kernel in the moving average representation of fractional Lévy processes,we define tempered fractional Lévy processes and investigate their sample and distribution properties.We show that they have stationary increments and semi-long range dependence.

关 键 词：分数Lévy过程 缓增分数Lévy过程 平稳增量性 半长相依性质 

分 类 号：O211.6[理学—概率论与数理统计]