In the first part, a standard Brownian motion processes X ( t) is taken as a basic processes, and we shall deal with stochastic Processes f ( X ( t)) that are transformed by Borel measurable function f satisfying certain conditions.

  • 首先,取标准布朗运动过程X(t)为基础过程,然后用满足一定条件的Borel可测函数f,把X(t)进行变换而得到新的随机过程f(X(t))。

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