漂移分析的基本定理存在缺陷:条件过严、证明有误且不够严格等,而这些缺陷一直未见指出。鉴于该定理是漂移分析的核心和理论基础,很有必要加以严格化。指出了该定理的不足之处,以测度论为工具,对该定理进行了适当的修正与改进,并且给出了一个新的严格的证明。
The fundamental theorem in the drift analysis remained defective: the condition was too strict,the proof contained some errors and was not rigorous,etc.and these defects have not been pointed out.It is necessary to make the theorem more rigorous considering the theorem is the core and theoretical foundation of drift analysis.This paper pointed out the defects in the original theorem,used measure theory as tool to amend and improve the theorem and presented a new and rigorous proof.