CONVERGENCE RATE OF AN APPROXIMATION TO MULTIPLE INTEGRAL OF FBM | |
Hu Yaozhong1; Wang Baobin2,3 | |
刊名 | ACTA MATHEMATICA SCIENTIA |
2010-05-01 | |
卷号 | 30期号:3页码:975-992 |
关键词 | Fractional Brownian motion multiple integral stratonovich integral convergence rate |
产权排序 | 第二 |
英文摘要 | In this article, we study the rate of convergence of the polygonal approximation to multiple stochastic integral S(p)(f) of fractional Brownian motion of Hurst parameter H < 1/2 when the fractional Brownian motion is replaced by its polygonal approximation. Under different conditions on f and for different p, we obtain different rates. |
学科主题 | 原子分子物理学 |
WOS标题词 | Science & Technology ; Physical Sciences |
类目[WOS] | Mathematics |
研究领域[WOS] | Mathematics |
收录类别 | SCI |
语种 | 英语 |
WOS记录号 | WOS:000278171600029 |
内容类型 | 期刊论文 |
源URL | [http://ir.wipm.ac.cn/handle/112942/1999] |
专题 | 武汉物理与数学研究所_2011年以前论文发表(包括2011年) |
作者单位 | 1.Univ Kansas, Dept Math, Lawrence, KS 66045 USA 2.Chinese Acad Sci, Wuhan Inst Phys & Math, Wuhan 430071, Peoples R China 3.Chinese Acad Sci, Grad Sch, Beijing 100039, Peoples R China |
推荐引用方式 GB/T 7714 | Hu Yaozhong,Wang Baobin. CONVERGENCE RATE OF AN APPROXIMATION TO MULTIPLE INTEGRAL OF FBM[J]. ACTA MATHEMATICA SCIENTIA,2010,30(3):975-992. |
APA | Hu Yaozhong,&Wang Baobin.(2010).CONVERGENCE RATE OF AN APPROXIMATION TO MULTIPLE INTEGRAL OF FBM.ACTA MATHEMATICA SCIENTIA,30(3),975-992. |
MLA | Hu Yaozhong,et al."CONVERGENCE RATE OF AN APPROXIMATION TO MULTIPLE INTEGRAL OF FBM".ACTA MATHEMATICA SCIENTIA 30.3(2010):975-992. |
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