分数扩散过程的分部积分及其刻画  

On the Integration by Parts and Characterization of a Fractional Diffusion Process

作　　者：孙晓霞[1] 倪宣明 Xiao Xia SUN;Xuan Ming NI(School of Data Scienceand Artificial Intelligence,Dongbei University of Finance and Economics,Dalian 116025,P.R.China;School of Software&Microelectronics,Peking University,Beijing 100871,P.R.China)

机构地区：[1]东北财经大学数据科学与人工智能学院,大连116025 [2]北京大学软件与微电子学院,北京100871

出　　处：《数学学报（中文版）》2022年第6期1057-1066,共10页Acta Mathematica Sinica：Chinese Series

基　　金：国家自然科学基金资助项目(11801064)。

摘　　要：本文研究分数扩散过程和其分部积分公式的关系.首先利用Bismut方法给出拉回公式,进而得到分数扩散过程的分部积分公式。反过来,证明了分数扩散过程可由其分部积分公式唯一刻画.The relationship between a fractional diffusion process and its integration by parts formula is studied.By constructing a pull back formula,the integration by parts formula for fractional diffusion process is established.Conversely,a fractional diffusion process can be characterized through its integration by parts formula.

关 键 词：分数扩散过程 分部积分公式 刻画 

分 类 号：O211.63[理学—概率论与数理统计]