In this paper, wavelet transform is used to analyse the stochastic system with coular stationary noise as follows:dX(t)=F(t)X(t)dt+B(t)u(t)dt+G(t)N(t)dtFor wavelet transform, its properties are analysed, and its densi...In this paper, wavelet transform is used to analyse the stochastic system with coular stationary noise as follows:dX(t)=F(t)X(t)dt+B(t)u(t)dt+G(t)N(t)dtFor wavelet transform, its properties are analysed, and its density degree, wavelet expansion, correlation degree of expansion coefficient and their properties are obtained. All these results are new and useful.展开更多
文摘In this paper, wavelet transform is used to analyse the stochastic system with coular stationary noise as follows:dX(t)=F(t)X(t)dt+B(t)u(t)dt+G(t)N(t)dtFor wavelet transform, its properties are analysed, and its density degree, wavelet expansion, correlation degree of expansion coefficient and their properties are obtained. All these results are new and useful.
