1.
Application of fractional Brownian motion particle tracking model to coastal contaminant dispersion
加速分数型布朗运动粒子追踪模型在水面污染扩散中的应用
2.
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
3.
Credit Risk Management in Fractional Brownian Motion Model
分数次布朗运动模型的信用风险管理
4.
Fractal Dimension Estimation of Signal Based on Fractal Brownian Motion Model
基于分形布朗运动模型信号分维数估计
5.
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)
6.
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
7.
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
8.
The reset option pricing models in fractional environment
分数布朗运动环境下重置期权定价模型
9.
Pricing formulas of European options with power payoff in fractional Brownian motion environment
分数布朗运动环境下幂型支付的期权定价公式
10.
The Multifractal Analysis for the Sample Paths of Additive Brownian Motion
可加布朗运动样本轨道的重分形分析
11.
The Moment Generating Function and Multifractal Analysis for Occupation Measure of Additive Brownian Motion;
可加布朗运动逗留时测度的矩母函数与重分形分析
12.
Fractional Brownian Motion Modeling Self-Similar Network Traffic
作为计算机网络自相似业务量数学模型的分数布朗运动
13.
Existence and Uniqueness of Solutions for the Wick-type Integration Stochastic Differential Equations Driven by Fractional Brownian Motion
基于分数布朗运动的Wick型积分随机微分方程解的存在唯一性
14.
Several Properties of the Wick-type Integration and the Solution for Stochastic Differential Equations with Respect to Fractional Brownian Motion
基于分数布朗运动的Wick型积分及随机微分方程解的几个性质
15.
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
16.
Optimal portfolio in fractional Brownian motion environment;
分数布朗运动环境下的最优投资组合
17.
PRICING OF EUROPEAN BARRIER OPTIONS IN A FRACTIONAL BROWNIAN MOTION
分数次布朗运动的欧式障碍期权定价
18.
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