应用目标规划于自适应回归预测的参数估计

本文应用目标规划和灵敏度分析对自适应回归预测模型的参数进行估计。此种估计参数的方法避免了在最小二乘估计中由于数据“异常”而造成计算结果的偏差。     

UNIQUENESS OF THE MILD SOLUTION OF SEMILINEAR STOCHASTIC EVOLUTION EQUATION IN HILBERT SPACE

In this paper, we will consider following initial value problem of semilinear stochastic evolution equation in Hilbert Space: where W(t) is a wiener process in H, H and Y are two real separable Hilbert Spaces, A is an infinitesimal generator of a strongly continuous semigroup s(t) on Y,f(t, y): [0, T]×Y→Y, and G(t, y): [0, T]×Y→L(H, Y), y_0: Ω→Y is a ramdom variable of square integrable. We apply theory of the semigroup and obtain two conclusions of uniqueness of the mild solution of (1) which include the corresponding results in [4].