HVB随机积分的性质及收敛定理

The Properties and Convergence Theorems of HVB Stochastic Integral

讨论了关于布朗运动的随机积分用Henstock变差逼近的方法所定义的积分(即HVB积分)的一些性质和收敛定理.主要包括积分原过程的绝对连续性,平均收敛定理,一致收敛定理和Vitali收敛定理.

Some properties and convergence theorems of the Henstock variational integral for stochastic process with respect to canonical Brownian motion are probed. The main results include the absolute continuity of the integral, the average convergence theorem, the uniform convergence theorem and the Vitali convergence theorem.