随机Volterra积分方程的广义样本解
수궤Volterra적분방정적엄의양본해
THE GENERALIZED SAMPLE SOLUTION OF STOCHASTIC VOLTERRA INTEGRAL EQUATION
  • 万方数据
    数学杂志 수학잡지
    JOURNAL OF MATHEMATICS
    2011年 3期 447-450 ,共4页

    姜国%郭精军%王湘君

    강국%곽정군%왕상군

    随机Volterra积分方程%布朗运动%广义样本解 隨機Volterra積分方程%佈朗運動%廣義樣本解
    수궤Volterra적분방정%포랑운동%엄의양본해
    stochastic Volterra integral equation%Brownian motion%generalized sample solution
    本文研究了随机积分方程的广义样本解.利用随机微分方程转换为带参数常微分方程的方法,给出了一类随机Volterra积分方程的广义样本解,这类方程在许多应用领域是常见的.
    본문연구료수궤적분방정적엄의양본해.이용수궤미분방정전환위대삼수상미분방정적방법,급출료일류수궤Volterra적분방정적엄의양본해,저류방정재허다응용영역시상견적.
    The generalized sample solution of stochastic integral equation is studied in this paper. By converting SDE to ODE with parameter, we give the generalized sample solution to a kind of stochastic Volterra integral equation which is widely seen in many applications.
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