分数扩散过程的分部积分及其刻画

孙晓霞, 倪宣明

数学学报 ›› 2022, Vol. 65 ›› Issue (6) : 1057-1066.

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PDF(415 KB)
数学学报 ›› 2022, Vol. 65 ›› Issue (6) : 1057-1066. DOI: 10.12386/A20190028
论文

分数扩散过程的分部积分及其刻画

    孙晓霞1, 倪宣明2
作者信息 +

On the Integration by Parts and Characterization of a Fractional Diffusion Process

    Xiao Xia SUN1, Xuan Ming NI2
Author information +
文章历史 +

摘要

本文研究分数扩散过程和其分部积分公式的关系.首先利用Bismut方法给出拉回公式,进而得到分数扩散过程的分部积分公式.反过来,证明了分数扩散过程可由其分部积分公式唯一刻画.

Abstract

The relationship between a fractional diffusion process and its integration by parts formula is studied. By constructing a pull back formula, the integration by parts formula for fractional diffusion process is established. Conversely, a fractional diffusion process can be characterized through its integration by parts formula.

关键词

分数扩散过程 / 分部积分公式 / 刻画

Key words

fractional diffusion process / integration by parts formula / characterization

引用本文

导出引用
孙晓霞, 倪宣明. 分数扩散过程的分部积分及其刻画. 数学学报, 2022, 65(6): 1057-1066 https://doi.org/10.12386/A20190028
Xiao Xia SUN, Xuan Ming NI. On the Integration by Parts and Characterization of a Fractional Diffusion Process. Acta Mathematica Sinica, Chinese Series, 2022, 65(6): 1057-1066 https://doi.org/10.12386/A20190028

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基金

国家自然科学基金资助项目(11801064)
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