Hilbert空間中的雙曲型線性發(fā)展方程的顯示解.pdf

1、華中科技大學(xué)碩士學(xué)位論文Hilbert空間中的雙曲型線性發(fā)展方程的顯示解姓名：關(guān)愛玲申請學(xué)位級別：碩士專業(yè)：概率論與數(shù)理統(tǒng)計指導(dǎo)教師：任佳剛2002.3.14華中科技大學(xué)碩士學(xué)位論文AbstractAnewlydualdisciplineisStochasticdifferentialequation，whosetheorystartedtodevelopatthebeginningofthe1940s，basedollIto’ssto

2、chasticcalculusAspecialtypeofstochasticdifferentialequationdependingontimevariableisstochasticlinearevolutionequation，whichthepaperwiildiscussthroughthedevelopmentoftheseseveraldecades，however，thesituationchanged：invario

3、usbranchesofknowledge(primarilyinphysics、biologyandcontroltheory)avastnumberofmodelswerefoundthatcouldbedescribedbystochasticevolutionequationssuchmodelswereused，forexampletodescribeafreefieldinrelativisticquantummechani

4、cs，ahydromagneticdynamoprocess】thedynamicsofpopulationsformodelswithageographicalstrue—tuleinpopulationgenetics，etcAmonglinearevolutionequation，paraboliccaseandellipticcasehavebeenmostsystematicallystudied，andthesolution

5、sareverybeautifulandperfectThehyperboliccasehowever，isconsideredlittleTheaimofthispaperistostudystochasticevolutionequationinthiscaseItthepaper，theexplicitsolutionoflinearstochasticevolutionequationinhyperboliccasewasdis

6、playedandtheexistenceanduniqnessofthesolutionwereprovedundersomegivenassumptionsTheapproachofsamplesolutionandsomeresultsindecisionofhyperboliccasebeenadopted，andatthesametime，inordertothecompletenessofthepaper，wewillint

7、roducetheminsomespacejAttheendofthispaper、theshortcomingofthepaperwillbepointedoutIeisjthattherearenoappliedexamples，nostudiesonasymptotichehavmrandperturbationofthesolutionKeywords：StochasticLinearEvolutionEquationHyper