exponential semimartingale 指数半鞅
jump diffusion semimartingale 跳扩散半鞅
Two-parameter semimartingale 两指标半鞅
Hilbert-valued semimartingale Hilbert值半鞅
以上来源于: WordNet
We perform a stability analysis for the utility maximization problem in a general semimartingale model where both liquid and illiquid assets (random endowments) are present.
我们进行了一个关于半鞅模型(包括流动和非流动资产在内)的效用最大化问题的稳定性分析。
We also study stochastic integrals with respect to ff-valued semimartingale random measures and introduce the concept of vague convergence of H-valued semimartingale random measures.
本文引进了H -值半鞅测度，研究了其基本性质和与之相联系的随机积分。
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