...合函数满足:)(P,)( AP非负性规范性可列可加性概率的公理化定义称满足以上三个条件的集合函数P()为概率测度(probability measure).称由样本空间Ω、事件域F 和概率测度P这三个元素组成的三元组(Ω, F, P)为概率空间。
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条件概率测度 conditional probability measure
诱导概率测度 [经] induced probability measures
等概率测度 equivalent probability measure
概率测度族 [数] family of probability measures
概率测度公理 [数] axioms of probability measure
风险中性概率测度 Risk neutral probability measure
概率测度参数 [数] parameter of probability measure
概率测度近邻性 contiguity of probability measures
Martingale is a method that today’s price of derivatives is equal to the discounted expectation of its future price if the future expectation is calculated with respect to the risk-neutral probability measure.
通过鞅方法，在风险中性概率测度下，衍生证券的现在价格等于未来的期望收益的折现。
参考来源 - 利率衍生证券定价研究That is, if chance spacedegenerates to a credibility space, then the chance measure degenerates to the credi-bility measure, and if chance space degenerates to a probability space, then the chancemeasure degenerates to the corresponding probability measure.
即当机会空间退化为可信性空间时,机会测度退化为可信性测度,同时当机会空间退化为概率空间时,机会测度相应的退化为概率测度。
参考来源 - 机会测度及其应用·2,447,543篇论文数据，部分数据来源于NoteExpress
主要研究相互粒子系统中概率测度的负相关。
We mainly study negative correlations in interacting particle systems.
传统上，可能性测度被认为是与概率测度平行的概念。
Traditionally, possibility measure is considered as the parallel concept of probability measure.
运用概率测度弱收敛理论研究了服务中断的PRE优先排队系统模型。
In this paper, we consider the queuing system for PRE priority discipline with service interruption by using the weak convergence theory of probability measure.
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