期刊 n重分数布朗运动的Strassen泛函重对数律  

Strassen’s Functional LIL for n-times Iterated Fractional Brownian Motion

作  者:莫永向 刘永宏 

MO Yongxiang;LIU Yonghong(School of Mathematics and Computing Science,Guangxi Colleges and Universities Key Laboratory of Data Analysis and Computation,Guilin University of Electronic Technology,Guilin,Guangxi,541004,P.R.China;School of Mathematics and Computational Science,Xiangtan University,Xiangtan,Hunan,411105,P.R.China)

机构地区:[1]桂林电子科技大学数学与计算科学学院,广西高校数据分析与计算重点实验室,广西桂林541004 [2]湘潭大学数学与计算科学学院,湖南湘潭411105

出  处:《数学进展》2021年第1期137-146,共10页Advances in Mathematics

Strassen’s Functional LIL for n-times Iterated Fractional Brownian Motion

基  金:Supported by Guangxi Natural Science Foundation (No.2020GXNSFAA159118)。

摘  要:本文给出了由两个不同的分数布朗运动组成的重分数布朗运动的Strassen型泛函重对数律和局部Strassen型泛函重对数律.我们的结果也适用于由两个布朗运动组成的重布朗运动及由一个分数布朗运动和一个布朗运动组成的重过程.最后将上述结果推广到n重分数布朗运动中.推广了已有文献的相应结果.

In this paper,we present a Strassen-type functional law of the iterated logarithm(LIL for short) and a local functional LIL of the iterated fractional Brownian motion composed of two different fractional Brownian motions.Our results also hold for the iterated Brownian motion composed of two Brownian motions and the iterated process composed of one fractional Brownian motion and one Brownian motion.Finally,we extend the above results to the case of n-times iterated fractional Brownian motion.The corresponding results of existing literature are extended.

关 键 词:泛函重对数律 重布朗运动 重分数布朗运动 

functional laws of iterated logarithm iterated Browian motion iterated fractional Brownian motion 

分 类 号:O211.4[理学—概率论与数理统计]

 

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