查询词典 Brownian motion

This thesis consists of three chapters .In chapter one , the distributions of the last exit time and the corresponding results of Brownian motion in Markov process are introduced ,and previous remarkable achievements on the excursion of Brownian motion are numerated too ,also ,we introduce the main results and the history of elliptic diffusion process; In chapter two ,we summarily describe the excursion in Markov process and the result of the first hitting time of the elliptic diffusion process ; In last chapter ,we study estimates for the distributions of above three maximum excursions and minimum excursion in the elliptic diffusion process on R (d≥3), which leads the excursion of Brownian motion on ball on R (d≥3) to become a particular case .

全文共分三章，第一章介绍对称Markov过程中布朗运动的未离时分布及相关研究结果，列举了前人对布朗运动的游程问题的研究成果，并用较多篇幅介绍了一类特殊且非常重要的扩散过程——一致椭圆扩散过程的研究历史和本文的主要研究结果；第二章介绍Markov过程有关停时及游程的概念，叙述了一致椭圆扩散过程的定义，并给出了一致椭圆扩散过程有关首中时的结果；第三章是本文的核心部分，详细讨论了暂留一致椭圆扩散过程关于R~d(d≥3)上球的三类极大游程和极小游程的分布估计，使得布朗运动关于球的游程问题成为特例。

For the study of Brownian motion established kinetic theory of gases played an important role in the process of .1827, Brown observed that pollen suspended in water such as the random motion of material particles .1877 year, Delta claims that the particles The irregular movement of liquid molecules to its collision-induced .1905 imbalance and later years, Einstein, Langevin Smolukhovski, and they were published on the theory of Brownian motion .1908 year, Perrin Experimental observation of the system, confirmed the correctness of the theory.

对于布朗运动的研究在气体动理论建立的过程中起过重要作用。1827年，布朗观察到悬浮在水中的花粉等物质微粒的无规则运动。1877年，德耳索指出，微粒的不规则运动是液体分子对它的不平衡碰撞引起的。1905年及稍后，爱因斯坦、斯莫卢霍夫斯基和朗之万分别发表了他们关于布朗运动的理论。1908年，佩兰的系统实验观察，证实了上述理论的正确性。

In order to let Apparent Hurst exponent be greater than 1, an accelerated fractional Brownian motion is introduced based on the fractional Brownian motion. A new particle tracking technique is established to model the non-Fickian dispersion in coastal waters.

因此本研究在分数型布朗运动的基础上，引进加速分数型布朗运动来模拟non-Fickian扩散，使表面Hurst指数可以大于1，从而建立了一种新型的粒子追踪技术，由此来模拟沿海水域中的non-Fickian传播。

In chapter 3, we study pricing of geometric average Asian capped calls, pricing of geometric average Asian option with transaction cost, pricing of the two kinds of exotic option in Fractional Brownian motion environment, pricing of capped calls with transaction cost in fractional Brownian motion environment.

在本文的第三章，研究了几何平均亚式上限型买权的定价，有交易成本的几何平均亚式期权的定价，分数次布朗运动环境中两种奇异期权的定价，以及分数次布朗运动环境中有交易成本的上限型买权的定价。

Long after the time when Ciesielski and Taylor obtained the law of iterated logarithm of occupation measure of spatial Brownian motion, Dembo,Peres,Rosen and Zeitouni made a multifractal analysis of occupation measure of spatial Brownian motion, and got the multifractal spectrum of the occupation measure.

Ciesielski和Taylor(1962年)得到了空间布朗运动占有测度的重对数律。

On the other hand, many important risk processes are also special cases of Levy processes, such as Brownian motion, the compound Poisson process, the compound Poisson process perturbed by Brownian motion.

另一方面，风险理论中的许多风险模型，如经典风险模型，带干扰的经典风险模型，布朗运动等，均是一些特殊的Levy过程。

The representation of functionals of Brownian motion in terms of stochastic integral with respect to Brownian motion is known as Clark formula.

布朗泛函以布朗运动随机积分来表示是可被称之为克拉克公式。

The simulation study mainly concentrates on the following aspects: the relations of attack angle versus caudal fin motion, the phase difference of heaving and pitching motion of caudal fin motion, swimming velocity and body motion, body wave length and body motion, heaving amplitude and body motion, Strouhal Number and body motion.

具体研究内容包括：最大击水角度对尾鳍运动的影响；尾鳍摆动—平动运动相位差对尾鳍运动的影响；游动速度对鱼体运动的影响；鱼体波波长对鱼体运动的影响；尾鳍后缘最大摆幅对鱼体运动的影响；斯德鲁哈尔数对鱼体运动的影响。

The elastic collision mechanism of Brownian motion is studied,and the equipartition of kinetic energy of Brownian particle has been proved.

研究了布郎运动的弹性碰撞机制，证明了布郎粒子的能量均分定理。

The main research contents are organized as follows:The brief introduction of the dynamics theory of the Brownian motion and thermodynamic ratchets and Brownian motors are given.

同时应用非平衡态热力学理论探索受不可逆因素影响的热驱动布朗马达系统的各种最优性能参量对马达性能的影响。

They stay through the winter, then, in the spring, the females leave these fir tree forests and head as far north as Kansas, to lay their eggs on milkweed plants.

他们一直呆到冬天，那么，在春天，让这些女性枞树森林和头部堪萨斯州的最北部，以突出米尔克韦德植物产卵。

If you're implying this is a witch-hunt, I disagree.

如果你暗示那是一种政治迫害，我可不同意。