Fractional Brownian Bridge Measures and Their Integration by Parts Formula
Received:September 19, 2016  Revised:April 27, 2018
Key Word: fractional Brownian bridge measures   integration by parts formula   characterization  
Fund ProjectL:Supported by the Foundation of Liaoning Education Committee (Grant No.LN2017QN043) and the National Natural Science Foundation of China (Grant No.11401074).
Author NameAffiliation
Xiaoxia SUN School of Mathematics, Dongbei University of Finance and Economics, Liaoning 116025, P. R. China 
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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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