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A Representation Theorem for Smooth Brownian Martingales
Continuous Martingales Malliavin Calculus Probabilistic Methods for Partial Differential Equations
2012/5/24
We show that, under certain smoothness conditions, a Brownian martingale at a fixed time can be represented as an exponential of its value at a later time. The time-dependent generator of this exponen...
A subbundle of variable dimension inside the tangent bundle of a smooth man-ifold is called a smooth distribution if it is the pointwise span of a family of smooth vector fields. We prove that all suc...