摘要
经典的几乎必然分析研究的是随机变量或随机过程除去概率为零的集合以外的性质.容度的概念起源于电学,其严格的数学理论由N.Wiener及G.Choquet所发展.80年代P.Malliavin建立了Wiener空间上的非线性容度理论.拟必然分析便是研究除去零容集以外成立的性质的理论.本文概述了这一理论的发展和现状.
The classical almost sure analysis studies the properties of random variables and stochastic processes which hold true outside sets of probability null.Capacity,a notion coming from electricity,was studied in a mathematically rigorous way first by N.Wiener and G.Choquet.In 80's P.Malliavin defined various capacities related to different Sobolev spaces on the Wiener space.Quasi sure analysis means statements which hold true outside of sets of capacities null.We give here a brief survey of this theory.
出处
《数学进展》
CSCD
北大核心
1996年第6期481-491,共11页
Advances in Mathematics(China)