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| 随机Volterra积分方程的广义样本解 | |
| 引用本文： | 姜国,郭精军,王湘君. 随机Volterra积分方程的广义样本解[J]. 数学杂志, 2011, 31(3): 447-450 |
| 作者姓名： | 姜国 郭精军 王湘君 |
| 作者单位： | 1. 华中科技大学数学与统计学院,湖北武汉430074;湖北师范学院数学与统计学院,湖北黄石435002 2. 华中科技大学数学与统计学院,湖北武汉430074;兰州商学院统计学院,甘肃兰州730020 3. 华中科技大学数学与统计学院,湖北武汉,430074 |
| 基金项目： | Supported by National Natural Science Foundation of China(10671182) |
| 摘 要： | 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. |
| 关 键 词： | 随机Volterra积分方程 布朗运动 广义样本解 |
THE GENERALIZED SAMPLE SOLUTION OF STOCHASTIC VOLTERRA INTEGRAL EQUATION |
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| JIANG Guo,GUO Jing-jun,WANG Xiang-jun. THE GENERALIZED SAMPLE SOLUTION OF STOCHASTIC VOLTERRA INTEGRAL EQUATION[J]. Journal of Mathematics, 2011, 31(3): 447-450 | |
| Authors: | JIANG Guo GUO Jing-jun WANG Xiang-jun |
| Affiliation: | JIANG Guo1,2,GUO Jing-jun 1,3,WANG Xiang-jun1(1.School of Mathematics and Statistics,Huazhong University of Science and Technology,Wuhan 430074,China)(2.School of Mathematics and Statistics,Hubei Normal University,Huangshi 435002,China)(3.School of Statistics,Lanzhou University of Finance and Economics,Lanzhou 730020,China) |
| Abstract: | 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. |
| Keywords: | stochastic Volterra integral equation Brownian motion generalized sample solution |
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