随机积分

关于双参数随机积分定义的扩展

Extension of definition of two parameter stochastic integration

重正化核的Poisson随机积分表示

Representation of Renormalization Kernels in Terms of Poisson Stochastic Integral

一类两指标Volterra型随机积分方程解的存在性、唯一性

Existence and uniqueness of solution on a class of Volterra stochastic differential equation in the plane

假设{X（t），t∈R}是由广义Wiener随机积分所定义的四重马氏平稳过程。

Let { X ( t ), t ∈ R1 } be a quadruple Markov stationary process which is defined by a generalized Wiener integral .

HVB随机积分的性质及收敛定理

The Properties and Convergence Theorems of HVB Stochastic Integral

作为应用，得到L2[0,1]中一类随机积分方程的解。

Are obtained . As an ap-plication , an existence theorem for random integral equations in L_2 [ 0 , 1 ] is given .

应用大偏差，得到了扩散过程和重随机积分的拟必然局部Strassen重对数律。

The authors obtain quasi sure local Strassen 's laws of the iterated logarithm for diffusion processes and the iterated stochastic integrals by larg deviation techniques .

指出了为了得到热动力学相容性，该方程的随机积分必须在Stratonovich意义下理解，并在此基础上利用差分方法以及It（？）公式得到了光滑解的整体存在唯一性。

It is pointed out that the Stratonovich stochastic integral should be utilized to get the proper thermal consistency , based on which the smooth solutions are obtained via the difference method and the It ( o | ^ ) formula .

有界可料过程关于集值平方可积鞅的集值随机积分

The Set-Valued Stochastic Integrals of Bounded Predictable Processes W.r.t. Square Integrable Martingales

两指标随机积分方程解的唯一性

Uniqueness of solution for two & parameter stochastic integral equations

连续局部鞅的无穷维随机积分表示

Representation of infinite dimensional stochastic integral with continuous local martingale

关于一类随机积分&微分方程解的存在性定理

On the existence theorems of solutions for a class of random integro-differential equations

随机积分方程和微分方程解的存在性和比较结果

Existence and Comparison Results for Solutions ' of Random Integral and Differential Equations

两指标局部强鞅的随机积分

Stochastic Integral with Two-parameter Local Square Integrable Strong Martingales

关于n维参数强鞅的随机积分

On stochastic integrals for strong martingales with n-dimensional parameter

两参数Volterra&Ito型随机积分方程解的性质

On solution of a volterra - Ito stochastic integral equation in the plane

关于有界闭凸集值平方可积鞅的随机积分

Integration with respect to set-valued square - integrable martingales

平面随机积分的若干性质

Some Properties of Stochastic Integral in the Plane

关于一类两指标鞅的随机积分

On stochastic integral for two - parameter martingale

弱拓扑下的非线性随机积分和微分方程组的解

Solutions for a System of Nonlinear Random Integral and Differential Equations under Weak Topology

一种基于停线的随机积分

Stochastic Integral Based on Stopping Line

本文定义了一类有界可料过程关于集值平方可积鞅的集值随机积分，并研究了集植随机积分的性质。

In this paper . we define a. class of set-valued stochastic integrals of bounded predictable processes w.

一类随机积分方程组随机解的存在性与有界性

On the existence and boundedness of random solutions to a class of system of stochastic integral equations

其次，给出了我们的结果对非线性随机积分和微分方程的某些应用。

Next , some applications of our results to nonlinear random integral and differential equations are given .

本文引进了H-值半鞅测度，研究了其基本性质和与之相联系的随机积分。

In this paper , we introduce the notion of H-valued semimartingale random measures and investigate their fundamental properties .

研究了简单实值可料过程关于有界闭凸集值平方可积鞅的随机积分，证明了它是一个集值平方可积鞅；

The stochastic integral of simple real predictable processes with respect to bounded convex set-valued square integrable martingales was given .

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 .

并将多孔介质中地下水运移近似看作布朗运动，引入伊藤随机积分研究地下水运动规律。

Also , approximately viewing the groundwater migration in porous media as Brown movement , the laws of groundwater movement being studied by introducing Ito stochastic integral .

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 .

本文用随机积分的控制收效定理直接推出了这一结果，从而大大简化了原证明。

In the present note we propose to deduce this result directly from the dominated convergence theorem of stochastic integrals , so our proof is much simpler than the original one .