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Fractional Brownian Bridge Measures and Their Integration by Parts Formula
Received:September 19, 2016
Revised:April 27, 2018
Key Words
:
fractional Brownian bridge measures
integration by parts formula
characterization
Fund Project
:
Supported by the Foundation of Liaoning Education Committee (Grant No.LN2017QN043) and the National Natural Science Foundation of China (Grant No.11401074).
Author Name
Affiliation
Xiaoxia SUN
School of Mathematics, Dongbei University of Finance and Economics, Liaoning 116025, P. R. China
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Abstract
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Citation:
DOI
:
10.3770/j.issn:2095-2651.2018.04.009
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