离散鞅论 Discrete Martingale Theory
·2,447,543篇论文数据，部分数据来源于NoteExpress
本文阐述了离散时间点过程理论，时变马尔科夫链及鞅差分序列在城市交通车队状态观测器中的应用。
This paper presents some applications of discrete - time point process theory, time - varying Markov chain and Martingle difference in urban traffic computer-based control systems.
离散参数集值上鞅的收敛性已有诸多学者研究过。
The convergence with discrete parameter of set-valued supermartingale had been investigated by many scholars.
利用期权定价的鞅方法，得到了离散时间最大值期权和虹式期权的定价公式。
Then, The pricing formulas of the option on a discrete maximum and Rainbow option are obtained with the help of the martingale approaches.
应用推荐