二阶矩过程黎曼均方可积的充要条件

Sufficient and Necessary Condition for the Existence of Riemann Integral in Mean-sguare Sense of a Second-order Moment Process

本文引进二重弱R积分,给出二阶矩过程R均方可积的充要条件,并讨论了这一充要条件对证明二阶矩过程R均方积分的性质所具有的意义.

This paper introduces the double Riemann integral in weak sense,derives the sufficient and necessary condition for the existence of Riemann integral in mean-sguare sense of a second-order moment process, and makes a discussion for the properties of Riemann integral in mean-sguare sense of a second-order moment process.