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分数扩散测度的分部积分公式及鞅表示定理
On the Integration by Parts Formula and Martingale Representation of Fractional Diffusion Measure
本文研究由分数扩散过程决定的测度（分数扩散测度）的随机分析理论.首先，利用Bismut方法给出拉回公式，得到了分数扩散测度的分部积分公式.进一步，利用此公式，将Wiener测度下的经典的鞅表示定理推广到分数扩散测度下的鞅表示定理.
We study the stochastic analysis of the measure determined by fractional diffusion process (fractional diffusion measure). We first give the pull back formula by Bismut method, then establish the integration by parts formula for fractional diffusion measure. Finally, we generalize the classic Clark-Ocone theorem to martingale representation theorem under fractional diffusion measure.
分数扩散测度 / 分部积分公式 / 鞅表示定理 {{custom_keyword}} /
fractional diffusion measure / integration by parts formula / martingale representation {{custom_keyword}} /
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国家自然科学基金资助项目（11401074）；东北财经大学校级资助项目（DUFE2015Q23）
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