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一类广义非平稳过程泛函结构的特征刻划与随机分析
引用本文:肖筱南.一类广义非平稳过程泛函结构的特征刻划与随机分析[J].厦门大学学报(自然科学版),2006,45(5):624-627.
作者姓名:肖筱南
作者单位:厦门大学嘉庚学院,福建,漳州,363105
摘    要:运用鞅理论与随机优化分析方法讨论了广义完备概率空间中一类非平稳过程泛函结构的特征刻划,得到了Wiener过程、扩散过程与Ito过程及其在Gauss情形下泛函结构的一系列随机分析的结果,这对于解决这类可观测随机过程的最佳非线性滤波具有一定的意义.

关 键 词:广义非平稳过程  泛函结构    特征刻划  随机分析
文章编号:0438-0479(2006)05-0624-04
收稿时间:12 19 2005 12:00AM
修稿时间:2005年12月19

Characteristics Score and Statistics Analysis of Functional Structure of Generalized Nonstationary Random Process
XIAO Xiao-nan.Characteristics Score and Statistics Analysis of Functional Structure of Generalized Nonstationary Random Process[J].Journal of Xiamen University(Natural Science),2006,45(5):624-627.
Authors:XIAO Xiao-nan
Institution:Tan Kah Kee College,Xiamen University,Zhangzhou 363105 ,China
Abstract:This article discussed the charaeteristics score of the functional structure of a nonstationary random process on the generalized complete probability space with martingale theory and stochastic process statistics method,and obtained wiener process,diffusion processes,Ito processes and a series of important results of analysis statistics of the functional structure under Gauss conditions. It is important for solving the optimum nonlinear filters of such measurable stochastic process.
Keywords:generalized nonstationary random process  functional structure  martingale  characteristics score  statistics analysis
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