1.
Fractional Brownian Motion Model of Sea Clutter and Its Application
海杂波的分数布朗运动模型及其应用
2.
On Some Maximal Inequalities for the Mixed Fractional Brownian Motion;
关于混合分数布朗运动的极大不等式
3.
Optimal portfolio in fractional Brownian motion environment;
分数布朗运动环境下的最优投资组合
4.
Pricing European currency options in a fractional Brownian environment
分数布朗运动下欧式汇率期权的定价
5.
Some Properties of a Generalized Fractional Brownian Motion
广义分数布朗运动的若干性质(英文)
6.
Pricing of European Option in a Fractional Brownian Motion Environment
分数布朗运动环境下的欧式期权定价
7.
Hurst exponent plays an important role in brownian motion.
Hurst指数是描述分数布朗运动的重要指标。
8.
Parameter Estimation of Fractional Brownian Motion via Wavelet Transformation;
基于小波变换的分数布朗运动参数估计
9.
Analyzing Rotor Rotating Error Using Fractional Brownian Motion
基于分数布朗运动的转轴径向回转误差分析
10.
ESTIMATION METHOD OF FRACTAL DIMENSION FOR MODEL OF FRACTIONAL BROWNIAN MOTION;
分数布朗运动模型的分维的估计方法(英文)
11.
A Functional Limit Theorem on increment of Fractional Brownian Motions
分数布朗运动增量的一个泛函型极限定理
12.
European Call Option Pricing under a Mixed Fractional Brownian Motion Environment;
混合分数布朗运动环境下的欧式期权定价
13.
Measure Transformation and Option Pricing in Fractional Brownian Motion Environment;
分数布朗运动环境下的期权定价与测度变换
14.
Optimal consumption and portfolio in fractional Brownian motion environment;
分数布朗运动环境下最优消费资产组合
15.
Credit Risk First-passage Approach in Fractional Brownian Motion Environment;
分数布朗运动下信用风险首次触发范式
16.
PRICING OF EUROPEAN POWER OPTIONS IN MULTIDIMENSIONAL FRACTIONAL BROWN MOTIONS ENVIRONMENT;
分数布朗运动环境下欧式幂期权的定价
17.
PRICING OPTION ON UNDERLYING ASSETS DRIVEN BY GEOMETRIC FRACTIONAL BROWNIAN MOTION;
标的资产服从几何分数布朗运动的期权定价
18.
The Study of Option Pricing Model in Fractional Brownian Motion Environment
分数布朗运动环境中期权定价模型的研究