节点文献
随机积分方程的刘维尔公式
LIOVILLES FORMULA OF STOCHASTIC INTEGRAL SYSTEMS
【摘要】 本文定义了线性半鞅积分方程的解方阵和随机朗斯基行列式.给出随机朗斯基行列式的刘维尔公式及线性半鞅积分方程解的显式表示.还给出一类常系数线性半鞅积分方程的具体解法.
【Abstract】 The purpose of this paper is to discuss the solution of a linear integral sys- tem with respect to semimartingales. By introducing the concept of stochastic Wronskian determinant, we obtain the corresponding Liouvil1e formula. Fur- ther, we give an explict representation of the solution of a certain kind of li- near integral system.
- 【文献出处】 福州大学学报 ,Journal of Fuzhou University , 编辑部邮箱 ,1983年03期
- 【被引频次】1
- 【下载频次】162