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.
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。
It mainly carries on the continuous process stochastic differential equation discretization of the research.
由于一些不可预测的随机事件的影响,纯粹的连续扩散过程难以正确描述利率变动的行为。
Due to some unexpected stochastic events, the pure continuous diffusion process is unable to describe the interest rate behavior exactly.
该文从时域连续信号角度出发,按照高斯随机过程模型,分析了时钟抖动对基带和中频线性调频信号信噪比的影响并给出了近似公式。
Based on Gaussian random process model and continuous-time system in time domain, this paper analyzes the effect on baseband and intermediate frequency sampling due to clock jitter.
在此过程中,原来的混沌海中的迭代轨道逐渐演变为一个由不连续边界象集的归宿构成的随机网。
In this process the iteration trajectory in the aforementioned chaotic sea gradually changes to a stochastic web constructed by the end results of the image set of the discontinuous border.
由于一些不可预测的随机事件的影响纯粹的连续扩散过程难以正确描述利率、股票的变动行为。
Due to some unexpected stochastic events, the pure continuous diffusion is unable to describe the interest rate and stock behavior exactly.
本文首次引入了模糊样本函数的连续性的基本概念,并且成功地解决了模糊随机过程的连续性这一最基本的理论问题。
In this paper we introduce the concept of continuity of a fuzzy sample function, and solve the basic theoretical problem of continuity of fuzzy stochastic processes successfully.
绝对连续随机变量列的记录次数的计数过程的矩精确完全收敛性的一般化定理。
The paper gives the quadrature's precision and complete convergence general theorem, which is about the i.
本文在分析系统的磨损时,综合考虑了到达过程为非齐次泊松过程的随机冲击磨损和连续累积的常规磨损。
This thesis considers the wear-out process of the system as the sum of an additive compound nonhomogeneous poisson shock wear-out and a continuous routine wear-out in time t.
本文在分析系统的磨损时,综合考虑了到达过程为非齐次泊松过程的随机冲击磨损和连续累积的常规磨损。
This thesis considers the wear-out process of the system as the sum of an additive compound nonhomogeneous poisson shock wear-out and a continuous routine wear-out in time t.
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