When we study stock market, we usually think that the model of stock price obeys Brownian movement, which log-return characterize normal distribution.
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。
In this paper, the mathematic theory of Brownian passage-time model and its difference from other recurrence models such as Possion, log-normal gamma and weibull, were introduced.
本文简要介绍了布朗过程时间模型的数学模型理论，以及该模型与其它强震复发模型的差异。
In this paper, the mathematic theory of Brownian passage-time model and its difference from other recurrence models such as Possion, log-normal gamma and weibull, were introduced.
本文简要介绍了布朗过程时间模型的数学模型理论，以及该模型与其它强震复发模型的差异。
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