摘要
本文对取值于广义Wiener泛函空间(S)的向量值测度P,定义了一种Wick积分,给出了Wick积分存在的充要条件,并说明了这种积分不仅是Boch(?)积分的推广,而且是Skrochod积分的推广,最后研究了Bochner-Wick积分的Fubini定理。
In this paper, we define a kind of Bochner-Wick integral for vector measure which takes value in the space of generalized Wiener functionals and give sufficient and necessary conditions for the integrablity. In the end, we discuss corresponding Fubini theorm which is the generalization of that of integral about Brownian motion.
出处
《应用概率统计》
CSCD
北大核心
1996年第3期239-246,共8页
Chinese Journal of Applied Probability and Statistics
基金
国家自然科学基金资助项目
