随机过程性质的应用

Application of properties inherent in stochastic processes

应用二维 Ｂｒｏｗ ｎ 运动的常返性质、 Ｍａｒｋｏｖ 过程及二维连续局部鞅的一些性质，通过随机分析的方法，对著名的古典问题给出了一个新的证明，证明过程体现了随机分析方法的优越特点．

Employing the property of constant return of two dimensional Brown motion and some properties of Markov process and two dimensional continuous local martingale, a new proof of famous classical proposition is given in this paper by means of stochastic analysis. The proving procedure manifests the superiority of stochastic analysis method.