- 作者: 楊維哲; 蔡聰明
- 作者服務機構: 國立台灣大學數學系
- 中文摘要: 在 空間,算術特別簡單,我們定義了伊藤氏的p式及q式積分,從而討論對應的方程式的解。
- 英文摘要: Following [5] we will develop the p- and q- integral here, at least for the spaces, which areespecially simple for the arithmetic involved. We then consider the solutions of the corresponding Ito equa-tion.Notations (F ) is a family of o-algebras increasing and right-continuous in t. P is a probability measure on F(generated by F ), the integration with respect to which is also denoted by P. The conditional expecta-tion of g with respect to F is denoted by F g. If f L (F, E), then f is operator-valued, with f (t) LF ,E), while L means vector-valued·
- 中文關鍵字: p-integral; q-integral; ito's vector field
- 英文關鍵字: --