Compared with the study of stochastic differential equations, non-Lipschitz stochasticintegral equations seems relatively lagging.
相对于随机微分方程的广泛讨论,随机积分方程的研究就显得滞后很多。
2
Also, approximately viewing the groundwater migration in porous media as Brown movement, the laws of groundwater movement being studied by introducing Ito stochasticintegral.
并将多孔介质中地下水运移近似看作布朗运动,引入伊藤随机积分研究地下水运动规律。
3
An integral inference method for nonstationary stochastic process is established.