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| 随机Volterra积分方程的广义样本解 |
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姜国,郭精军,王湘君
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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
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| 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 |
| DOI： |
| 分类号:O175.5 O211.63 |
| 基金项目:Supported by National Natural Science Foundation of China(10671182) |
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| THE GENERALIZED SAMPLE SOLUTION OF STOCHASTIC VOLTERRA INTEGRAL EQUATION |
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JIANG Guo,GUO Jing-jun,WANG Xiang-jun
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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)
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| 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. |
| Key words: stochastic Volterra integral equation Brownian motion generalized sample solution |
