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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Skorokhod problem ： ウィキペディア英語版 Skorokhod problem In probability theory, the Skorokhod problem is the problem of solving a stochastic differential equation with a reflecting boundary condition. The problem is named after Anatoliy Skorokhod who first published the solution to a stochastic differential equation for a reflecting Brownian motion. ==Problem statement== The classic version of the problem states that given a càdlàg process and an M-matrix ''R'', then stochastic processes and are said to solve the Skorokhod problem if for all non-negative ''t'' values, # ''W''(''t'') = ''X''(''t'') + ''R Z''(''t'') ≥ 0 # ''Z''(0) = 0 and d''Z''(''t'') ≥ 0 # $\backslash int\_0^t\; W\_i(s)\backslash textZ\_i(s)=0$. The matrix ''R'' is often known as the reflection matrix, ''W''(''t'') as the reflected process and ''Z''(''t'') as the regulator process. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Skorokhod problem」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.