| 关于混合分数布朗运动的极大不等式 |
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| 引用本文： | 尹小红,张小彩.关于混合分数布朗运动的极大不等式[J].培训与研究,2007,24(2):9-10. |
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| 作者姓名： | 尹小红 张小彩 |
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| 作者单位： | [1]湖南邵阳学院理学与信息科学系,湖南邵阳422000 [2]河南工业大学理学院,郑州450052 |
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| 摘 要： | 在股票价格的长时间非周期统计相依性等经济、统计领域的研究中，混合分数布朗运动起到了重要的作用。因此研究这种混合分数布朗运动的基本性质是非常必要的。在这篇文章中，我们得到了关于混合分数布朗运动的B—D—G型的极大不等式上界。
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| 关 键 词： | 混和分数布朗运动 极大不等式 B-D-G型不等到式 |
| 文章编号： | 1007-1687（2007）02-0009-02 |
| 修稿时间： | 2006-10-16 |
On Some Maximal Inequalities for the Mixed Fractional Brownian Motion |
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| YIN Xiao-hong,ZHANG Xiao-cai.On Some Maximal Inequalities for the Mixed Fractional Brownian Motion[J].Training and Research-Journal of Hubei College of Education,2007,24(2):9-10. |
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| Authors: | YIN Xiao-hong ZHANG Xiao-cai |
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| Institution: | 1. College of Science and Imfor mation, Hunan Shaoyan College, Shaoyang Hunan 422000, China; 2,. College of Science, Henan University of Technology, Zhengzhou 450052, China |
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| Abstract: | On account of the possibility of long run non - periodic statistical dependence in stock price returns and the important role which the mixed fractional Brownian motion plays in economics and statistics, it is necessary to study the properties of the mixed fractional Brownian motion. This paper discusses the upper bound of maximal inequalities for the mixed fractional Brownian motion which is similar with the classic B - D - G inequalities. |
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| Keywords: | Mixed fractional Brownian motion maximal inequalities B - D - G inequalities |
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