stochastic differential equation是什么意思，stochastic differential equation的意思翻译、用法、同义词、例句

[数] 随机微分方程式

First, we get the small noise asymptotic results for stochastic differential equation with jumps.

首先，我们得到了带跳的随机微分方程的小噪音渐近结果。

It is a long time for the research about stochastic differential equation theory and there were lots of useful results.

关于随机微分方程理论的研究已经有很长的历史，迄今得到了大量有用的结果。

Optimal portfolio is a replicating strategy for a certain contingent claim, which sums up to solve a backward stochastic differential equation.

最优投资策略就是对某个未定权益的复制策略，这归结为一个倒向随机微分方程的求解。

The best research tool for the problem of option pricing is backward and forward-backward stochastic differential equation.

简要地介绍了倒向和正倒向随机微分方程在数学金融学的研究中所起的作用。

At first, the linear forward-backward stochastic differential equation for insurance pricing is established.

首先，建立了保险定价问题的线性正倒向随机微分方程数学模型；

Then the insurance pricing formula based on the investment theory is obtained on the basis of the explicit solution of a special class of linear backward stochastic differential equation.

然后，根据一类特殊线性倒向随机微分方程的显式解，推出了由风险投资确定的保险定价公式；

Basing on analysis of TCP flow control stochastic differential equation model, this paper presents a new method to analysis queue fluctuation.

本文在分析TCP流量控制微分方程模型的基础上，提出一种新的队列波动分析方法。

The Dynamic Asset Share Pricing Theoretical Models are set up according to modern finance theory using Backward Stochastic Differential Equation Theory.

运用倒向随机微分方程数学方法，建立了动态资产份额定价理论模型。

In this dissertation we investigate the numerical solution property of the stochastic differential equation(SDE) with jump, numerical simulation and some application on financial calculus.

本文主要研究跳扩散随机微分方程数值解的性质、数值模拟方法以及在金融计算上的应用。

Ito stochastic differential equation; Poisson process;

伊藤随机微分方程；

With the theory of stochastic differential equation, the authors discuss a problem of a class of risk investment portfolio with stochastic character.

利用随机微分方程理论，对一类具有随机特征的风险投资组合问题进行深入研究。

Therefore, the research on backward stochastic differential equation is of considerable theoretical significance and practical value.

因此，研究倒向随机微分方程具有重要的理论意义和应用价值。

Method The relationship between perfusion parameter and UCA bubble concentration in imaging plane was described by stochastic differential equation.

方法用随机微分方程的形式描述成像平面区域内UCA微泡浓度与灌注参数之间的关系；

Moreover, the stochastic differential equation of seepage boundary is proposed and the mechanism of seepage evolution is analyzed.

建立了渗流边界的随机微分方程，揭示了渗流边界形貌的演化机理。

It mainly carries on the continuous process stochastic differential equation discretization of the research.

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。

This paper discusses and introduces several kinds of commonly used model of stochastic differential equation and the method of solution in the groundwater movement.

该文探讨和介绍了地下水运动中几类常用的随机微分方程模型与求解方法。

A stochastic differential equation, which controls strength degradation, is obtained from the model randomized by Markov process.

对其进行随机化处理，得到控制强度退化过程的随机微分方程。

The dissertation also presents the ways of estimation and test of co-persistence relationship and compares two type of models by using the ways of stochastic differential equation.

论文还从随机微分方程的角度比较和分析了两类波动模型之间存在的相互关系。

Backward doubly stochastic differential equation was introduced first by E.

倒向重随机微分方程是由E。

This paper investigates Random Walk and Discrete Backward Stochastic Differential Equation.

本文研究了随机游走和离散的倒向随机微分方程。

The stochastic differential equation is used to replace the ordinary differential equation to describe the process of the flow concentration more reasonable.

为了更合理的描述汇流过程，建模时应用随机微分方程替代确定性常微分方程。

In this paper we discuss how to use Backward Stochastic Differential Equation (BSDE)to compute one kind of the minimum expectation .

本文讨论了如何用倒向随机微分方程（BSDE）来计算一类最小数学期望；

A is studied. We derive solution of the stochastic differential equation of the system, and study on dynamical properties of the chemical reacting system for the steady state.

得出了该系统的随机动力学方程的含时解，并研究了该化学反应体系在定态下的宏观统计性质。

Stochastic Control, Differential Games, Stochastic Analysis, Forward-backward Stochastic Differential Equation, Mathematical Finance.

随机控制，微分对策，随机分析，正倒向随机微分方程，金融数学。