分数布朗单的幂函数随机积分逼近（英文）  

APPROXIMATION TO THE FRACTIONAL BROWNIAN SHEET FROM STOCHASTIC INTEGRALS OF POWER FUNCTION

作　　者：桑利恒[1,2] 申广君[2] 夏良文[2] SANG Li-heng SHEN Guang-jun XIA Liang-wen(School of Mathematics, Chuzhou University, Chuzhou 239000, China Department of Mathematics, Anhui Normal University, Wuhu 231000, China)

机构地区：[1]滁州学院数学学院,安徽滁州239000 [2]安徽师范大学数学系,安徽芜湖241000

出　　处：《数学杂志》2017年第1期74-82,共9页Journal of Mathematics

基　　金：Supported by the National Natural Science Foundation of China(11271020);the Natural Science Foundation of Universities of Anhui Province(KJ2012Z284;KJ2012Z286)

摘　　要：本文研究了分数布朗单的逼近问题.利用Wiener积分,得到了分数布朗单的幂函数型随机积分逼近.In this paper, we study an approximation of the fractional Brownian sheet. By using the Wiener integrals, we obtain the approximation by stochastic integrals of power function.

关 键 词：分数布朗单 随机积分 幂函数 

分 类 号：O211.6[理学—概率论与数理统计]