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鍏朵腑
A(t)A(t)
琛ㄧず鏃跺埢
tt
鐨勮祫浜э紝
L(t)L(t)
琛ㄧず鏃跺埢
tt
鐨勮礋鍊猴紝
t=0t=0
鏃跺埢鐨勭泩浣欒绉颁负鍒濆鐩堜綑锛?/p>
绠�璁颁负
uu
锛?/p>
鍗?/p>
U(0)=uU(0)=u
銆?/p>
瀵硅繖涓垵
姝ョ殑鐞嗚妯″瀷杩涜绠�鍖栧苟鏍规嵁瀹為檯鎯呭喌璁剧疆涓�浜涘亣瀹氭儏鍐碉紝
浼氬緱鍑哄緢
澶氫笉鍚岀殑鐩堜綑杩囩▼妯″瀷锛屾渶缁忓吀鐨勬湁
Sparre
Andersen
鐨勫彜鍏哥泩浣欒繃
绋嬫ā鍨嬶細
杩欐槸涓�涓互
uu
涓哄垵鍊硷紝浠ユ椂闂?/p>
tt
涓烘寚鏍囬泦鐨勯殢鏈鸿繃绋嬨�傚叾涓?
绉颁负鎬荤悊璧旇繃绋嬶紝婊¤冻锛?/p>
N(t)N(t)
琛ㄧず
[0,t][0,t]
鍐呯殑鎬荤悊璧旀鏁帮紝
XiXi
琛ㄧず
[0,t][0,t]
鍐呯
ii
娆?/p>
鐞嗚禂鐨勯噾棰濄�?/p>