Stochastic differential equations
Stochastic differential equations
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DOI：
10.1017/s0305004100030735
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发表时间：
1955-10
影响因子：
0.8
通讯作者：
Peter E. Kloeden
中科院分区：
文献类型：
--
作者：
Peter E. Kloeden
本文的工作是针对有限差异的随机变量的函数的微分方程的研究。 Karhunen（11）和Loève（13）的著作中熟悉的概率是均方体收敛的。明显的作者D. G. Kendall先生的发现（本文定理1）的发现（本文定理1）友好地传达给了我们。
The work of which this paper is an account began as a study of differential equations for functions whose values are random variables of finite variance. It was intended that all questions of convergence should be treated from the standpoint of strong convergence in Hilbert space—familiar to probabilists from the writings of Karhunen(11) and Loève(13) as mean-square convergence. The more general Banach-space approach now adopted was made possible by the discovery of a theorem (Theorem 1 of this paper) which Mr D. G. Kendall, its apparent author, kindly communicated to us.