其次,给出了我们的结果对非线性随机积分和微分方程的某些应用。
Next, some applications of our results to nonlinear random integral and differential equations are given.
相对于随机微分方程的广泛讨论,随机积分方程的研究就显得滞后很多。
Compared with the study of stochastic differential equations, non-Lipschitz stochastic integral equations seems relatively lagging.
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。
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.
本文用随机积分的控制收效定理直接推出了这一结果,从而大大简化了原证明。
In the present note we propose to deduce this result directly from the dominated convergence theorem of stochastic integrals, so our proof is much simpler than the original one.
利用随机积分及最优控制理论,得出了最大回报函数的显式解及相应的最优控制策略。
Relying on both stochastic calculus and optimal control theory, we obtain its explicit solution of optimal return function and corresponding singular control strategy.
并将多孔介质中地下水运移近似看作布朗运动,引入伊藤随机积分研究地下水运动规律。
Also, approximately viewing the groundwater migration in porous media as Brown movement, the laws of groundwater movement being studied by introducing Ito stochastic integral.
建立了半鞅向量随机积分的一个结果,能方便处理可料过程在向量随机积分意义下对半鞅的分解随可料过程不同而不同的问题。
It establishes a result which can be easily applied to the problem derived from the different predictable process in the decomposition of semimartingales in the sense of vector stochastic integrals.
本文利用随机收缩,证明具有随机定义域的非线性随机算子方程组的解的存在与唯一性定理,给出非线性随机积分和微分方程组的某些应用,改进和推广了某些结果。
In this paper, several existence and uniqueness theorems of solutions are proved for the system of nonlinear random operator equations with stochastic domain by using general random contraction.
在厚松散层地层结构条件下,可将其视为随机介质,采用概率积分法预计地表移动变形。
Under stratum condition of thick soil layer, we can study it as random medium and use probability integral method to estimate surface movement.
在水平煤层概率积分法的基础上,讨论了开采倾角为口的倾斜煤层的地表下沉随机介质模型。
On the basis of probability integration method for flat coal seam, the paper discusses surface subsidence random medium model for mining inclined seams with an Angle of a.
研究了半马氏过程的一维分布,构造及积分型随机泛函。
We study the one-dimensional distribution, integral type random functional and construction of the semi Markov processes.
当随机变量的均值为零时,这个解在第一象限上的积分值可简化为一个已知的结论。
When the mean of random variables is zero, the solution is shown to reduce a known result for the value of the integral over the first quadrant.
本文叙述了随机介质中标量波传播的路积分解的基本依据。
The basic principle of the path integral formulation for scalar wave propagation in random media is described.
在可测模糊随机函数及模糊值函数积分的基础上,研究了模糊值函数的有界控制收敛定理。
This paper gives the control convergent theorem of integral for fuzzy random functions on basis fuzzy functions and fuzzy integral.
采用均匀随机数蒙特卡罗法计算多重积分是一种简单而有效的方法,其程序结构简单,易于编制和调试。
Monte Carlo method by adopting uniform random number is a simple and effective way to calculate multiple integrals, its structure is simple and easy to program and debug.
对于极限状态的模糊性,基于概率积分法研究了模糊破坏概率及模糊随机可靠指标的求解方法。
For the consideration of the fuzziness of limit states, the method of probabilistic integral is used for the calculation of fuzzy failure probability and fuzzy random reliability index.
提出了一种用于评估多参数随机变异情况下岩土力学非线性数值模拟结果可靠性的多维高效直接积分型随机分析方法。
A high efficient direct integration method is proposed for evaluating the variation effect of nonlinear numerical simulation results of geomechanics subject to multi-random parameters.
在此基础上利用随机试件和标准发动机的相关参数预示了发动机的压强、推力、流量及其积分。通过算例可以看出。
Based on this, SRM "s pressure, thrust, mass flow rate and their integration sum are predicted with correlation parameters of random specimen and standard motor."
讨论了一种伪随机码跟踪环的特性,分析了码相关间隔、预检积分时间、环路带宽及信噪比等参数对码跟踪性能的影响。
The characteristics of PN code tracking-loop is discussed. The impact of parameters, e. g. correlation slot, integration time, loop width and SNR on code tracking performance is analyzed.
免疫组织化学染色片显微镜下放大200倍,每个标本取6张切片,随机取5个视野,计算免疫组织化学染色的平均吸光度值和积分吸光度值进行半定量分析。
Under the microscope magnifying 200,6 sections of each sample in 5 random sights were selected to conduct the semi-quantitative analysis of the mean absorbance (Am) and integral absorbance (Ai).
罗伯特·c·默顿,定量分析的先驱,将随机微积分引入金融研究。
Robert C. Merton, a pioneer of quantitative analysis, introduced stochastic calculus into the study of finance.
方法采用随机对照方法,记录治疗组和对照组治疗前后生存质量积分,评价治疗前后生存质量改善情况。
Methods Patients were randomly divided into the treatment and control groups to record the index of QOL and value QOL before and after treatment between the two groups respectively.
利用更新理论和随机过程等方法,给出了模型生存概率所满足的微积分方程关系式和破产概率的一个上界估计。
The differential and integral equation for survival probability and a upper bound of ruin probability are given by using renewal theory and stochastic process approach.
利用更新理论和随机过程等方法,给出了模型生存概率所满足的微积分方程关系式和破产概率的一个上界估计。
The differential and integral equation for survival probability and a upper bound of ruin probability are given by using renewal theory and stochastic process approach.
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