| Fractional Brownian Bridge Measures and Their Integration by Parts Formula |
| Received:September 19, 2016 Revised:April 27, 2018 |
| Key Words:
fractional Brownian bridge measures integration by parts formula characterization
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| Fund Project:Supported by the Foundation of Liaoning Education Committee (Grant No.LN2017QN043) and the National Natural Science Foundation of China (Grant No.11401074). |
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| Abstract: |
| In this paper, we focus on the characterization for fractional Brownian bridge measures. We give the integration by parts formula for such measures by Bismut's method and their pull back formula. Conversely, we prove that such measures can be determined through their integration by parts formula. |
| Citation: |
| DOI:10.3770/j.issn:2095-2651.2018.04.009 |
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