多指标随机过程的均方微积分
THE MEAN-SQUARE CALCULUS OF MULTIPLE PARAMETER STOCHASTIC PROCESSES
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摘要: 本文研究多指标随机过程的均方连续性,均方偏导数,均方全微分,均方方向导数和均方积分。给出了它们存在的条件和运算法则,并概括为十个定理。其中关于均方全微分和均方方向导数的定理是多指标随机过程所特有的结论。Abstract: The paper deals with the mean-square continuity, mean-square partial derivative, mean-square total differential, mean-square directional derivative and mean-square integration of the multiple parameter stochastic processes. Their existance conditions and calculated laws arc presented in ten theorems. Four of them, i.e. the theorems on the mean-square total differential and mean-square directional derivative are special conclusions of the multiple parameter stochastic processes.
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