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向量函数关于向量随机测度的随机积分(英文)
Stochastic Integrals of Vector-Valued Functions with Respect to Vector-Valued Stochastic Measure
【摘要】 <正> The spectral theory of multivariate stationary stochastic processes (SSP) hashad very researches,usually with the unitory operator theory on Hilbertspace.This paper introductes the concept of stochastic integrals of vector—valuedfunctions with respect to vector-valued stochastic measure,derives it’s properties,and proves the spectral theorem of multivariate SSP,along the classical method tobuild one of simple SSP.
- 【文献出处】 哈尔滨工业大学学报 ,Journal of Harbin Institute of Technology , 编辑部邮箱 ,1989年06期
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