多重分数斯特拉托诺维奇积分的一个注记

摘要

In this paper, we study the multiple Stratonovich type integral with respect to fractional Brownian motion for Hurst parameter less than 12. By the technique of convolution approximation and the properties of stochastic integration of fractional Brownian motion, we obtain the related multiple stochastic integral, which is different to the construction used in [8].%本文研究了多重分数斯特拉托诺维奇积分,通过卷积逼近技巧和分数布朗运动的随机积分的性质,构造了当Hurst参数小于二分之一时的多重随机积分.这种方法是新的不同于文[8]中的构造方法.