stochastic differential equations的意思|示意

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[数] 随机微分方程式


stochastic differential equations的网络常见释义

随机微分方程 而后经过一系列科学家的研究,直到1951年,日本数学家肺发表了著名的肺随机微分方程(Stochastic Differential Equations)的论文&1之后才建立随机系统理论。

第四章 ... 第三章 The continuous time limit 第四章 Stochastic differential equations 第五章 Geometric Brownian motion ...

stochastic differential equations相关短语

1、 Mean-Square Stochastic Differential Equations 均方随机微分方程

2、 Introduction to stochastic differential equations 随机微分方程

3、 linear stochastic differential equations 线性随机微分方程

stochastic differential equations相关例句

Through the martingale approach, the construction of coupling operators is explored and coupling methods in multivalued stochastic differential equations are studied.

通过鞅方法构造耦合算子,研究了多值随机微分方程中的耦合方法。

Combining the separation principle with the theory of forward and backward stochastic differential equations, we obtain the explicit observable Nash equilibrium point of this kind of game problem.

结合分离原理和正倒向随机微分方程理论,我们得到了显式的可观测的Nash均衡点。

Furthermore, a continuation theorem for stochastic functional differential equations of Ito-type is given by using stochastic analysis technique and the quasi-boundedness condition.

其次,利用随机分析技巧和拟有界条件,建立了伊藤随机泛函微分方程解的延拓定理;

In this paper, according to the risk neutral pricing theory, the reciprocal stochastic differential equations and the general pricing formulas of the four types of cross-cur.

本文受此启发,运用风险中性定价原理,利用偏微分方程的方法,求出了四类汇率联动期权的定价公式,为实践者提供了理论上的参考价值。

This paper deduces a water quality model by using the theory of random differential equations, and proposes a stochastic method for water quality management at a river.

运用随机微分方程理论,推导了一个水质模型,提出了河流水质管理的随机规划方法。

Based on stability theory in stochastic differential equations, a sufficient condition on the existence of stochastically guaranteed cost controllers is derived.

基于随机微分方程稳定性理论,给出了随机保性能控制器存在的充分条件。