THE MEAN-SQUARE CALCULUS OF MULTIPLE PARAMETER STOCHASTIC PROCESSES

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.