更改

添加206字节 、 2021年10月29日 (五) 22:18
第331行: 第331行:  
====斯科罗霍德空间 Skorokhod space====
 
====斯科罗霍德空间 Skorokhod space====
   −
''skorokod space''也写为''Skorohod space'',是所有右连续左极限的函数的数学空间,定义在实线的某个区间上,例如<math>[0,1]</math>或<math>[0,\infty)</math>,取实线或度量空间上的值。<ref name="Whitt2006page78">{{cite book|author=Ward Whitt|title=Stochastic-Process Limits: An Introduction to Stochastic-Process Limits and Their Application to Queues|url=https://books.google.com/books?id=LkQOBwAAQBAJ&pg=PR5|year=2006|publisher=Springer Science & Business Media|isbn=978-0-387-21748-2|pages=78–79}}</ref><ref name="GusakKukush2010page24">{{harvtxt|Gusak|Kukush|Kulik|Mishura|2010}}, p. 24</ref><ref name="Bogachev2007Vol2page53">{{cite book|author=Vladimir I. Bogachev|title=Measure Theory (Volume 2)|url=https://books.google.com/books?id=CoSIe7h5mTsC|year=2007|publisher=Springer Science & Business Media|isbn=978-3-540-34514-5|page=53}}</ref>这些函数被称为cádLag或cadlag函数,这是基于法语表达式“continue a droite,limiteégauche”的首字母缩略词,因为这些函数是右连续的,具有左极限。<ref name="Whitt2006page78"/><ref name="Klebaner2005page4">{{cite book|author=Fima C. Klebaner|title=Introduction to Stochastic Calculus with Applications|url=https://books.google.com/books?id=JYzW0uqQxB0C|year=2005|publisher=Imperial College Press|isbn=978-1-86094-555-7|page=4}}</ref>由[[Anatoliy Skorokod]]引入的Skorokod函数空间,<ref name="Bogachev2007Vol2page53"/>通常用字母<math>D</math>表示,<ref name="Whitt2006page78"/><ref name="GusakKukush2010page24"/><ref name="Bogachev2007Vol2page53"/><ref name="Klebaner2005page4"/>因此函数空间也被称为空间<math>D</math><ref name="Whitt2006page78"/><ref name="Asmussen2003page420">{{cite book|author=Søren Asmussen|title=Applied Probability and Queues|url=https://books.google.com/books?id=BeYaTxesKy0C|year=2003|publisher=Springer Science & Business Media|isbn=978-0-387-00211-8|page=420}}</ref><ref name="Billingsley2013page121">{{cite book|author=Patrick Billingsley|title=Convergence of Probability Measures|url=https://books.google.com/books?id=6ItqtwaWZZQC|year=2013|publisher=John Wiley & Sons|isbn=978-1-118-62596-5|page=121}}</ref>此函数空间的表示法还可以包括定义所有cádlág函数的间隔,因此,例如,<math>D[0,1]</math>表示在单位间隔<math>[0,1] </math>。<ref name="Klebaner2005page4"/><ref name="Billingsley2013page121"/><ref name="Bass2011page34">{{cite book|author=Richard F. Bass|title=Stochastic Processes|url=https://books.google.com/books?id=Ll0T7PIkcKMC|year=2011|publisher=Cambridge University Press|isbn=978-1-139-50147-7|page=34}}</ref>
+
''skorokod space''也写为''Skorohod space'',是所有右连续左极限的函数的数学空间,定义在实线的某个区间上,例如<math>[0,1]</math>或<math>[0,\infty)</math>,取实线或度量空间上的值。<ref name="Whitt2006page78">{{cite book|author=Ward Whitt|title=Stochastic-Process Limits: An Introduction to Stochastic-Process Limits and Their Application to Queues|url=https://books.google.com/books?id=LkQOBwAAQBAJ&pg=PR5|year=2006|publisher=Springer Science & Business Media|isbn=978-0-387-21748-2|pages=78–79}}</ref><ref name="GusakKukush2010page24">Gusak, Dmytro; Kukush, Alexander; Kulik, Alexey; Mishura, Yuliya; Pilipenko, Andrey (2010). Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory. Springer Science & Business Media. p. 21. ISBN 978-0-387-87862-1., p. 24</ref><ref name="Bogachev2007Vol2page53">{{cite book|author=Vladimir I. Bogachev|title=Measure Theory (Volume 2)|url=https://books.google.com/books?id=CoSIe7h5mTsC|year=2007|publisher=Springer Science & Business Media|isbn=978-3-540-34514-5|page=53}}</ref>这些函数被称为cádLag或cadlag函数,这是基于法语表达式“continue a droite,limiteégauche”的首字母缩略词,因为这些函数是右连续的,具有左极限。<ref name="Whitt2006page78"/><ref name="Klebaner2005page4">{{cite book|author=Fima C. Klebaner|title=Introduction to Stochastic Calculus with Applications|url=https://books.google.com/books?id=JYzW0uqQxB0C|year=2005|publisher=Imperial College Press|isbn=978-1-86094-555-7|page=4}}</ref>由[[Anatoliy Skorokod]]引入的Skorokod函数空间,<ref name="Bogachev2007Vol2page53"/>通常用字母<math>D</math>表示,<ref name="Whitt2006page78"/><ref name="GusakKukush2010page24"/><ref name="Bogachev2007Vol2page53"/><ref name="Klebaner2005page4"/>因此函数空间也被称为空间<math>D</math><ref name="Whitt2006page78"/><ref name="Asmussen2003page420">{{cite book|author=Søren Asmussen|title=Applied Probability and Queues|url=https://books.google.com/books?id=BeYaTxesKy0C|year=2003|publisher=Springer Science & Business Media|isbn=978-0-387-00211-8|page=420}}</ref><ref name="Billingsley2013page121">{{cite book|author=Patrick Billingsley|title=Convergence of Probability Measures|url=https://books.google.com/books?id=6ItqtwaWZZQC|year=2013|publisher=John Wiley & Sons|isbn=978-1-118-62596-5|page=121}}</ref>此函数空间的表示法还可以包括定义所有cádlág函数的间隔,因此,例如,<math>D[0,1]</math>表示在单位间隔<math>[0,1] </math>。<ref name="Klebaner2005page4"/><ref name="Billingsley2013page121"/><ref name="Bass2011page34">{{cite book|author=Richard F. Bass|title=Stochastic Processes|url=https://books.google.com/books?id=Ll0T7PIkcKMC|year=2011|publisher=Cambridge University Press|isbn=978-1-139-50147-7|page=34}}</ref>
     
7,129

个编辑