Compared with the study of stochastic differential equations, non-Lipschitz stochastic integral equations seems relatively lagging.
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。
Also, approximately viewing the groundwater migration in porous media as Brown movement, the laws of groundwater movement being studied by introducing Ito 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。
An integral inference method for nonstationary stochastic process is established.
建立一种非平稳随机过程整体推断方法。
The differential and integral equation for survival probability and a upper bound of ruin probability are given by using renewal theory and stochastic process approach.
利用更新理论和随机过程等方法,给出了模型生存概率所满足的微积分方程关系式和破产概率的一个上界估计。
The differential and integral equation for survival probability and a upper bound of ruin probability are given by using renewal theory and stochastic process approach.
利用更新理论和随机过程等方法,给出了模型生存概率所满足的微积分方程关系式和破产概率的一个上界估计。
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