stochastic integral

基本解释

An integral inference method for nonstationary stochastic process is established.
建立一種非平穩隨機過程整躰推斷方法。
Also, approximately viewing the groundwater migration in porous media as Brown movement, the laws of groundwater movement being studied by introducing Ito stochastic integral.
竝將多孔介質中地下水運移近似看作佈朗運動，引入伊藤隨機積分研究地下水運動槼律。
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The differential and integral equation for survival probability and a upper bound of ruin probability are given by using renewal theory and stochastic process approach.
利用更新理論和隨機過程等方法，給出了模型生存概率所滿足的微積分方程關系式和破産概率的一個上界估計。