It mainly carries on the continuous process stochastic differential equation discretization of the research.
技术上的思想主要是将连续过程的随机微分方程离散化来进行研究。
A stochastic differential equation, which controls strength degradation, is obtained from the model randomized by Markov process.
对其进行随机化处理,得到控制强度退化过程的随机微分方程。
The stochastic differential equation is used to replace the ordinary differential equation to describe the process of the flow concentration more reasonable.
为了更合理的描述汇流过程,建模时应用随机微分方程替代确定性常微分方程。
The backward stochastic differential equations (BSDEs) can describe a class of investment decision-making process problems, which leads its numerical method to be focused.
倒向随机微分方程从数学上描述了一类投资决策过程,这使得它的数值解计算成为大家关注的焦点之一。
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.
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。
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