| 孙晓霞.分数布朗桥测度及其分部积分公式[J].数学研究及应用,2018,38(4):418~426 |
| 分数布朗桥测度及其分部积分公式 |
| Fractional Brownian Bridge Measures and Their Integration by Parts Formula |
| 投稿时间：2016-09-19 修订日期：2018-04-27 |
| DOI：10.3770/j.issn:2095-2651.2018.04.009 |
| 中文关键词: |
| 英文关键词:fractional Brownian bridge measures integration by parts formula characterization |
| 基金项目: |
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| 中文摘要: |
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| 英文摘要: |
| In this paper, we focus on the characterization for fractional Brownian bridge measures. We give the integration by parts formula for such measures by Bismut's method and their pull back formula. Conversely, we prove that such measures can be determined through their integration by parts formula. |
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