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带Brown运动的随机奇异积分的存在性

Existence of singular integral with Brown motion
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摘要 在轨迹二阶导数具有Hlder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.
作者 殷承元
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
关键词 随机奇异积分 BROWN运动 随机基 random singular integral, Brown motion, stochastic basis
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