| 对于Brown运动Ito积分的非标准方法 |
| |
| 引用本文： | 郑东,吴建民.对于Brown运动Ito积分的非标准方法[J].青海师范大学学报(自然科学版),1995(2). |
| |
| 作者姓名： | 郑东 吴建民 |
| |
| 作者单位： | 青海师专数学系 |
| |
| 摘 要： | 本文用非标准分析方法对随机变量及对于Ｂｒｏｗｎ运动Ｉｔｏ积分作了讨论，并对某些性质给出了非标准证明
|
| 关 键 词： | Ito积分，非标准分析方法，转移原则 |
THE NONSTANDARD METHOD OF ITO INTEGRATION WITH RESPECT TO BROWN MOTION |
| |
| Zheng Dong, Jian Minwu.THE NONSTANDARD METHOD OF ITO INTEGRATION WITH RESPECT TO BROWN MOTION[J].Journal of Qinghai Normal University(Natural Science Edition),1995(2). |
| |
| Authors: | Zheng Dong Jian Minwu |
| |
| Institution: | Qinghai Teachers College |
| |
| Abstract: | In this paper,we aply the nonstandard analysis method to Ito integration with respect to Brown motion,and we have give the nonstandard proof of some pproperties of Ito integration. |
| |
| Keywords: | Ito integration nonstandard analysis transition rule |
| 本文献已被 CNKI 等数据库收录！ |
