...stochastic filtering, stochastic volatility. 1 [gap=302]关键词和短语：不完全市场，Monte-Carlo方法，期权市场，期权定价，粒子的方法，随机树，随机滤波，随机波动。
基于96个网页-相关网页
Nonlinear matrix equations arise in areas of control theory, ladder networks, dynamic programming, queueing theory, stochastic filtering and statistics.
非线性矩阵方程来源于控制理论，梯形网络，动态规划，排队理论，随机过滤，统计学等应用领域。
Principles and performances of quantum stochastic filters are studied for nonlinear time-domain filtering of communication signals.
针对通信信号的非线性时域滤波问题，研究了量子随机滤波器的原理和性能。
Filtering theory is very important for us to get explicit solutions for partially observed stochastic control problems.
滤波理论在寻找部分可观测的随机控制问题的显式解方面起到重要作用。
应用推荐