摘要
本文研究了随机积分方程的广义样本解.利用随机微分方程转换为带参数常微分方程的方法,给出了一类随机Volterra积分方程的广义样本解,这类方程在许多应用领域是常见的.
The generalized sample solution of stochastic integral equation is studied in this paper.By converting SDE to ODE with parameter,we give the generalized sample solution to a kind of stochastic Volterra integral equation which is widely seen in many applications.
出处
《数学杂志》
CSCD
北大核心
2011年第3期447-450,共4页
Journal of Mathematics
基金
Supported by National Natural Science Foundation of China(10671182)
