弱Henstock变差随机积分的收敛定理

Convergence Theorems of WHVB Stochastic Integral

在讨论了随机积分可以用非一致Riemann和的方法刻画时所得积分(即WHVB积分)的基础上,通过定义随机过程弱变差收敛的概念,得到了WHVB积分的平均收敛定理和一致收敛定理,并给出相应的证明.

In paper [1],the auther has proved that the stochastic integral can be defined by Riemann's approach using nonuniform meshes,i.e. WHVB stochastic integral.In this paper,we give the definition of weak variationally converge and prove the average convergence theorem and uniform convergence theorem of WHVB stochastic integral.