摘要
研究了一般状态空间马氏过程随机泛函的矩,利用最小非负解理论,得到了随机泛函的矩是相应方程的最小非负解.
In this paper, we research the moments of stochastic functional of markov processes on general state space, by using the theory of minimal nonnegative solutions, obtain the minimal nonnegative solutions to the corresponding equation is the moments of stochastic functional.
出处
《数学的实践与认识》
北大核心
2015年第1期305-308,共4页
Mathematics in Practice and Theory
基金
河南省教育厅科学技术研究重点项目资助
关键词
马氏过程
随机泛函的矩
最小非负解
markov processes
moment of stochastic functional
minimal nonnegative solutions
