【摘要】 通过分析布朗运动与分形布朗运动的仿真过程 ,首次提出并论述了分形布朗运动是股价行为的高度逼真。首次提出分形维纳过程的概念并利用它推导出不付红利股票价格所遵循的含有分形维纳过程的微分方程 ,并进行了实例计算。更多还原

【Abstract】 With the study of emulation processes of Brownian motion and fractional Brownian motion,for the first time,the idea that fractional Brownian motion is the high fidelity behaviors of stock price is put forward and discussed.The conception of fractional wiener process is also put forward for the first time.Under this conception,the differential equation with fractional wiener process,which the pay no dividend stock price obeys,is expounded.Finally,the example is calculated.更多还原