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From constructive field theory to fractional stochastic calculus. (I) An introduction: rough path theory and perturbative heuristics
fractional Brownian motion stochastic integrals rough paths
2011/2/22
Let B = (B1(t), . . . ,Bd(t)) be a d-dimensional fractional Brownian motion with Hurst index ≤ 1/4, or more generally a Gaussian process whose paths have the same local regularity. Defining properly...
Foliated stochastic calculus: Harmonic measures
Foliation diffusion process stochastic calculus
2011/2/24
In this article we present an intrinsec construction of foliated Brownian motion via stochastic calculus adapted to foli-ation.