相对于随机微分方程的广泛讨论,随机积分方程的研究就显得滞后很多。
Compared with the study of stochastic differential equations, non-Lipschitz stochastic integral equations seems relatively lagging.
方法应用随机过程的理论模拟投资资金的运动规律,利用随机积分求得投资资金关于时间的函数。
Methods The theory of stochastic process to simulate the movement of medical investment was employed and stochastic integral was adopted to get expected value of medical investment.
建立了半鞅向量随机积分的一个结果,能方便处理可料过程在向量随机积分意义下对半鞅的分解随可料过程不同而不同的问题。
It establishes a result which can be easily applied to the problem derived from the different predictable process in the decomposition of semimartingales in the sense of vector stochastic integrals.
本文用随机积分的方法引入一种合理的机载预警雷达的地 ( 海 ) 杂波模型.
This paper set up a clutter model for airborne early warning radar ( AEW radar ) with stochastic integral.
本文利用随机收缩,证明具有随机定义域的非线性随机算子方程组的解的存在与唯一性定理,给出非线性随机积分和微分方程组的某些应用,改进和推广了某些结果。
In this paper, several existence and uniqueness theorems of solutions are proved for the system of nonlinear random operator equations with stochastic domain by using general random contraction.
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随机积分
stochastic integral

中英释义: