Kolmogorov微分方程组的渐近解

Asymptotic Represention of Solution for Kolmogorov Differential Equations

主要用正算子和共扼算子理论证明了Kolmogorov微分方程组系数矩阵算子占优本征值的存在性,并由此给出了方程解的渐近表示。

The existence of superior, eigenvalue of the coefficient matrix operator of Kolmogorov diffrential equations by positive operator and conjugate operator theories, furtherly the asymptoticresolution of equation.