数学杂志2011，Vol.31Issue(3)：447-450,4.
随机Volterra积分方程的广义样本解
THE GENERALIZED SAMPLE SOLUTION OF STOCHASTIC VOLTERRA INTEGRAL EQUATION
摘要
Abstract
The generalized sample solution of stochastic integral equation is studied in this paper. By converting SDE to ODE with parameter, we give the generalized sample solution to a kind of stochastic Volterra integral equation which is widely seen in many applications.关键词
随机Volterra积分方程/布朗运动/广义样本解Key words
stochastic Volterra integral equation/Brownian motion/generalized sample solution分类
数理科学引用本文复制引用
姜国,郭精军,王湘君..随机Volterra积分方程的广义样本解[J].数学杂志,2011,31(3):447-450,4.基金项目
Supported by National Natural Science Foundation of China(10671182). （10671182）
