1.
The Optimal Portfolio Problem in the Multi-dimensional Fractional Brownian Motion Environment
多维分数布朗运动环境下的最优投资组合问题
2.
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
3.
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)
4.
Pricing and Hedging of an Asia Option Whose Price of Underlying Asset Follows Fractional Brown Motion
标的资产由分数维布朗运动驱动的亚式期权定价及套期保值
5.
Arithmetic Research of Fractal Dimension with Image Face Based on Fractional Brownian Motion
基于图像表面积的分形布朗运动分数维算法研究
6.
Image Processing of Log Defects Based on Fractal Dimension and Fractional Brownian Motion;
基于分形维数和分形布朗运动的原木缺陷图像处理
7.
Pricing of Spread Option with the Underlying Asset Price Following Fractional Brownian Motion;
标的资产价格服从分数维布朗运动的差价期权定价
8.
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
9.
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
10.
Optimal portfolio in fractional Brownian motion environment;
分数布朗运动环境下的最优投资组合
11.
Credit Risk Management in Fractional Brownian Motion Model
分数次布朗运动模型的信用风险管理
12.
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
13.
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
14.
Some Properties of a Generalized Fractional Brownian Motion
广义分数布朗运动的若干性质(英文)
15.
Pricing of European Option in a Fractional Brownian Motion Environment
分数布朗运动环境下的欧式期权定价
16.
Hurst exponent plays an important role in brownian motion.
Hurst指数是描述分数布朗运动的重要指标。
17.
Parameter Estimation of Fractional Brownian Motion via Wavelet Transformation;
基于小波变换的分数布朗运动参数估计
18.
Analyzing Rotor Rotating Error Using Fractional Brownian Motion
基于分数布朗运动的转轴径向回转误差分析