从随机和到随机和过程

随机和的概念是早就有的,但利用随机和的形式构造随机过程尚未见先例。本文首先引进随机和过程的概念,对过程的一些性质进行了探讨,并举例说明了随机和过程的应用。我们利用本文的结论对布朗运动问题给出了简单的解法,得出的结果与求解朗之万随机微分方程的结果是相合的。本文提出了随机耗散系统的概念,这种系统是广泛存在的,发现随机和过程是描述这种系统机制的有效工具。

Going From Stochastic Sum To Stochastic Sum Process

We can find out the concept of stochastic sum in many books. But no one ever derived stochastic process from the form of stochastic sum. This paper begins with defining a concept called stochastic sum process, then discusses it's properties, also uses examples to show it's applications. In this paper we have got a method which may be rather simple in dealing with the Brown Motion and have obtained a result which coincides that got by solving the langevin Eguation. In addition, it gives out a new concept called random consumption system and finds the stochastic sum process to be effective to treating problems of such system.