提出了一种基于分形布朗运动模型的S波段雷达海杂波分形维数提取方法。
Adopting the model of fractional Brownian motion, this paper presents the method of deducing Hurst exponent based on the observed sea clutter of S-band radar.
通过引入用于预测普通商品价格的较成熟的几何布朗运动模型建立了燃煤市场的煤价波动模型。
By means of introducing ripe geometrical Brown movement model for common commodity price forecasting a coal price fluctuation model of coal market is established.
本文介绍了以朗之万的布朗运动模型理论为依据测量超细颗粒布朗运动与粒径关系的一种新方法。
This paper introduces a new method that measures Brownian movement track and particles size of submicron particles according to Langevin s Brownian movement theory.
提出了时变维数的概念，对原有分数布朗运动模型加以拓展，使其成为具有局部自相似性的随机过程。
The concept of varying-time dimension is presented and the original fractional Brownian motion model is extended to be a locally self-similarity stochastic process.
同时，分别将其与几何布朗运动模型、CKLS模型、带跳跃的几何布朗运动模型和仿射随机波动模型进行了比较研究。
The author further compares the ASVJD model with the Geometric Brownian model, CKLS model, Geometric Brownian with Jump model and the Affine Stochastic Volatility model in demonstration.
基于随机分形理论，采用分数布朗运动模型，应用R/S分析技术和基于小波变换的谱参数估计方法计算地震道信号的赫斯特指数。
The thesis based on random fractal theory, utilizing fractional Brownian motion model, using R/S analysis technique and wavelet transform method to estimate Hurst exponent which dep.
我们研究股票市场价格时，通常认为股票价格模型服从布朗运动，即对数收益率是正态分布的。
When we study stock market, we usually think that the model of stock price obeys Brownian movement, which log-return characterize normal distribution.
通过由一般的离散过程逼近连续随机过程的方法，给予证券价格按有漂移率的几何布朗运动变化的一个严格的证明，并指出了股票价格过程的一般模型。
In this paper, the authors give a strict proof of geometric Brown motion displayed by stock prices using the methods of approximation from discrete process to continuous stochastic process.
经典的B - S模型是建立在布朗运动环境下的。
Classical B-S model was established in Brownian motion environment.
经典的B - S模型是建立在布朗运动环境下的。
Classical B-S model was established in Brownian motion environment.
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