• 其次介绍测度变换相关知识

    Then, we briefly introduce some fundamental knowledge of measure transformation.

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  • 利用测度变换方法得到了其解析形式定价公式。

    Using the measure transformation and martingale method, the price of the analytic form is obtained.

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  • 本文讨论非线性随机离散系统状态估值问题测度变换,推得系统的状态对于观测条件分布

    We obtain an explicit formulae for the conditional distribution laws of the state of the dynamical system with respect to the observed data.

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  • 这个模型下,通过测度变换可以得到两公司违约时间联合分布各自边际分布从而可以对违约互换进行定价。

    In this model, the joint distribution and marginal distributions of default times are derived by employing the change of measure, so the fair swap premium of a CDS can be valued.

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  • 特征空间几何变换相似性测度以及优化算法是设计医学图象配准方法考虑的四个主要因素

    Many investigator explore in the domain. Medical images registration methods have four main factors: features space, geometry transformation, similarity, and optimizing algorithm.

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  • 利用小变换极大小波测度分别对其进行检测对比表明,小波熵测度准确实时地检测到各种暂态信号

    The contrast between wavelet transform maximal modulus and wavelet entropy shows that the latter is a better approach to detect transient signal accurately and timely.

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  • 寻找几何变换参数时,采用峰值信噪(PSNR)作为参考图像浮动图像相似性测度

    When searching the optimal geometric transform parameters, peak signal-noise ratio (PSNR) was selected as the similarity measure between the reference and floating images.

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  • 探讨了分形测度变换极大线拓扑情况,并提出了一种基于小波变换极大值的多重分形估算方法

    Topologic bifurcation situation of maxima lines is also discussed. In the end, an estimation for multifractal spectrum is proposed in terms of wavelet module maxima lines.

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  • 探讨了分形测度变换极大线拓扑情况,并提出了一种基于小波变换极大值的多重分形估算方法

    Topologic bifurcation situation of maxima lines is also discussed. In the end, an estimation for multifractal spectrum is proposed in terms of wavelet module maxima lines.

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