布朗单样本轨道的粗糙重分形分析

王健;陈密;

数学学报 ›› 2009 ›› Issue (03) : 147-154.

数学学报 ›› 2009 ›› Issue (03) : 147-154. DOI: 10.12386/A2009sxxb0067
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布朗单样本轨道的粗糙重分形分析

    王健;陈密;
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Coarse Multifractal Analysis for Sample Paths of Brownian Sheet

    Jian WANG Mi CHEN School of Mathematics and Computer Science,Fujian Normal University, Fuzhou 350007,P.R.China
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摘要

本文讨论N指标d维布朗单样本轨道三种不同情形,即坐标方向增量、矩形增量和局部增量的粗糙重分形分析,分别给出了它们的精确结果.

Abstract

This paper studies the coarse multifractal analysis for sample paths of Nparameter R~d-valued Brownian sheet.We obtain the exact values for three different increments,which denote the direction coordinate increments,the rectangle increments and the local increments,respectively.

关键词

布朗单 / 粗糙重分形分析 / 样本轨道

Key words

Brownian sheet / coarse multifractal analysis / sample paths

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王健;陈密;. 布朗单样本轨道的粗糙重分形分析. 数学学报, 2009(03): 147-154 https://doi.org/10.12386/A2009sxxb0067
Jian WANG Mi CHEN School of Mathematics and Computer Science,Fujian Normal University, Fuzhou 350007,P.R.China. Coarse Multifractal Analysis for Sample Paths of Brownian Sheet. Acta Mathematica Sinica, Chinese Series, 2009(03): 147-154 https://doi.org/10.12386/A2009sxxb0067

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