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本文主要是在几何分数布朗运动模型的基础上,考察带跳的几何分数布朗运动模型,即分数跳—扩散过程,对模型的跳跃形式进行了两个方面的修正,提出分数跳—扩散过程模型简化的离散形式,提出利用Taylor展开式来处理模型中的控制项,对于大规模数值模拟可以减少算法所需的计算量并节约计算机内存,
Based on the geometric fractional Brownian motion model, this paper investigates the geometric fractional Brownian motion model with jumps, that is, the fractional jump-diffusion process, modifies the jump form of the model in two aspects, and proposes the fractional jump-diffusion process model Simplified discrete form, proposed the use of Taylor expansion to deal with the control items in the model, for large-scale numerical simulation can reduce the computational requirements of the algorithm and save computer memory,