摘要
在轨迹二阶导数具有Hlder连续的条件下,利用高阶奇异积分思想和概率极限的理论,研究了在Brown运动下的随机奇异积分.得到了以Brown运动为积分元的随机奇异积分是存在性定理.
In the note, random singular integral with Brown motion is investigated. If the second derivative of the integrand is Holder continuous, by the theories of higher singular integral and limit with respect toprobability, the random singular integral with integrator of Brown motion exists in probability limit.
出处
《纯粹数学与应用数学》
CSCD
2013年第3期221-225,共5页
Pure and Applied Mathematics
基金
国家自然科学基金(11271240)
上海财经大学211工程项目