Brownian motion is a special case of fractional Brownian motion.
布朗运动是分数布朗运动的一种特殊情况。
Backward Stochastic Differential Equation (BSDE), Fractional Brownian Motion and Its Applications, Stochastic Control, etc.
倒向随机微分方程，分数布朗运动及其应用，随机控制等。
The phenomena of fractional Brownian motion and anomalous diffusion and their descriptive ways in the mathematics are reviewed and discussed.
本文评述了分数布朗运动和反常扩散现象及描写它们的几种数学方式。
Fractional Gaussian Noise (FGN) is the increment process of fractional Brownian motion, they are widely used in modelling self-similar process.
分形高斯噪声fgn是分形布朗运动的增量过程，广泛应用于自相似过程的建模分析。
So this research concentrates on two aspects: 1. Adjusting traditional hypothesis of B-S economy by introducing Fractional Brownian Motion (FBM).
因此本文的研究主要围绕两方面展开：1。修正传统的B - S假定，引入分数布朗运动。
Adopting the model of fractional Brownian motion, this paper presents the method of deducing Hurst exponent based on the observed sea clutter of S-band radar.
提出了一种基于分形布朗运动模型的S波段雷达海杂波分形维数提取方法。
In this article, we focus on the prediction for bond price, arbitrage and Markovian short rates in the bond markets based on mixed fractional Brownian motion.
研究了基于混合分数布朗运动的债券市场上的价格预测、马尔科夫短期利率和套利问题。
In fact, the fractional Brownian motion has already been successfully applied to hydrology, network traffic analysis, finance as well as various other fields.
事实上，分数布朗运动已经被广泛应用于水文学、随机网络、金融等各个领域。
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.
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。
The concept of varying-time dimension is presented and the original fractional Brownian motion model is extended to be a locally self-similarity stochastic process.
提出了时变维数的概念，对原有分数布朗运动模型加以拓展，使其成为具有局部自相似性的随机过程。
The fractional Brownian motion based fractal Image with desired fractional dimension can be generated by applying its shaping filter to a Gaussian distributed white process.
用成形滤波器对高斯分布的白色过程滤波，便可以得到具有期望分数维的布朗运动分形图形。
According to variance changing laws of a precise rotor radial rotating error motion, it can be proved that the rotor's motion track is characterized by fractional Brownian motion.
通过分析某精密转轴轴心径向回转误差运动轨迹的方差变化规律，证明该轴的回转运动具备了分数布朗运动的基本特征。
The thesis based on random fractal theory, utilizing fractional Brownian motion model, using R/S analysis technique and wavelet transform method to estimate Hurst exponent which dep.
基于随机分形理论，采用分数布朗运动模型，应用R/S分析技术和基于小波变换的谱参数估计方法计算地震道信号的赫斯特指数。
A method for describing heterogeneous media and fractional Brownian motion are introduced. The spectral density function of fractional Brownian motion is used to simulate the heterogeneous media.
介绍了非均匀介质的描述方法与分数布朗运动，并用分数布朗运动的谱密度函数模拟非均匀介质。
A method for describing heterogeneous media and fractional Brownian motion are introduced. The spectral density function of fractional Brownian motion is used to simulate the heterogeneous media.
介绍了非均匀介质的描述方法与分数布朗运动，并用分数布朗运动的谱密度函数模拟非均匀介质。
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