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随机过程理论中的符号问题和方法错误

Symbol Problem and Wrong Method in Stochastic Process

中文摘要英文摘要

随机过程是揭示和探讨客观世界动态随机现象数量关系及其变化规律的应用数学理论。本文首先指出了随机过程理论使用同一函数符号表示随机变量和样本轨道而导致的样本轨道内涵和外延发生根本性变化的概念问题,以及由此引起的研究对象错位和样本轨道研究方法错误。随机过程理论为自然科学、工程技术和社会科学研究和分析动态随机现象提供了错误的理论、方法及工具,不仅使数理金融学产生了严重的范式危机,而且也是造成历次重大金融危机的主要原因。

he Stochastic Processes is a theory of applied mathematics that reveals and discusses the quantitative relationship and the changing law of dynamic random phenomena in the objective world. This article first points out the concept problem of using the same function symbol to represent both random variable and sample path in stochastic process theory, resulting in a fundamental change in the connotation and extension of sample path, as well as leading to dislocation of research objects and wrong research methods of sample path. Stochastic processes theoryprovide wrong theories, methods, and tools for the research and analysis of dynamic random phenomena in natural sciences, engineering technology, and social sciences. It not only caused serious paradigm crisis in mathematical finance, but also caused major financial crises.

高宏

数学

随机过程样本轨道随机变量

stochastic processessample pathrandom variable

高宏.随机过程理论中的符号问题和方法错误[EB/OL].(2020-05-13)[2025-08-23].http://www.paper.edu.cn/releasepaper/content/202005-70.点此复制

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