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Model of stochastic interest rate was established by reflected Brownian motion and negative binomial distribution. Based on the stochastic interest rate model, the combined life insurance was discussed.

bstract 以反射布朗运动和负二项分布为基础建立随机利率模型，并在该随机利率模型下对联合生命保险进行讨论。

A model of stochastic interest rate was established by reflected Brownian motion and negative binomial distribution. Based on the stochastic interest rate model, the combined life insurance was discussed.

以反射布朗运动和负二项分布为基础建立随机利率模型，并在该随机利率模型下对联合生命保险进行讨论。

The non-conservative impulsive force that represents the chemical energy consumed in the conformation changing process is a crucial factor to the directed motion of the Brownian motors.

非保守脉冲力反映构象变化过程中消耗的化学能，是一个影响布朗粒子运动的重要因素。

Introduces the notion of Feynman's path integrals and path integrals approach to financial modeling; Derives the path-dependent options pricing formula by making use of the Lagrange form of path integrals; Discusses Ilinski(2003)'s Gauge model which based on path integrals and fibre bundle, and its application for real-options evaluation; Summarizes the general modeling framework of options evaluation, taking advantage of the Hamilton form of path integrals; Applies the Geske-Johnson's analytical approximation in the path integrals form to the real-options evaluation for investment decisions, detailed procedure is presented under the assumption that underlying asset price dynamic follows a geometric Brownian motion, and the integral reduction for multivariate normal integrals and polynomial approximation for real-options evaluation is given.

系统论述了路径积分概念方法及其在期权估值中的应用，利用路径积分方法的Lagrange表述推导了路径依赖期权定价公式：探讨了基于路径积分和纤维丛的Gauge模型思想方法在实物期权价值评估中的应用；利用路径积分的Hamilton表述形式，总结了基于Hamilton表述的期权估值一般化框架；基于路径积分的形式框架建立了一个新的投资期权估值模型，并在具体的估值算法中给出了多重正态积分的降阶计算和期权价值的多项式逼近方法。

By directly imaging the Brownian motion of the polystyrene bead, which is tethered to the coverslip through a DNA molecule, TPM allows the real-time measurement of DNA length change during enzymatic processes.

利用高解析的光学显微技术，我们得以准确地观测接连在DNA及玻片表面的乳胶小球之布朗运动情形，并藉由其布朗运动的大小直接对应到在生化反应中DNA长度的变化，因此单分子拴球实验已被广泛地应用於研究单一蛋白质与单一DNA分子作用之反应机制。

The general diffusion process can be obtained as a limiting case, so that we have a unified framework in understanding existing models in option pricing theory, including the geometric Brownian Motion, the model of Constant Elasticity of Varianc, the Residual Volatility and term structure of interest rates. Our model is capable of demonstrating volatility smile and stable relative deviation from real data.

我们建立的一般框架可以统一理解目前已经熟知的几何布朗运动、广义方差常弹性、残余波动率、利率的期限结构等理论模型，也能描写观察到的波动率微笑和稳定的相对偏差。

In chapter Ⅳ, we study forward-backward stochastic differential equations with jumps and with bounded stopping time terminal, which take values in separable Hilbert space, and are drived by cylindrical Brownian motion and Poisson point process.

第四章，研究了取值Hilbert空间的带跳正-倒向随机微分方程，其部分系数不满足李普西茨条件，并且终端时间为有界停时。

In this paper , we combine both Efficient Market Hypothesis and Fractal Market Hypothesis to test our bond markets return distribution , the main results are that the index of Chinese bond market process by fractional Brownian Motion, the orbit is stable Pareto Distribution with α character So, the fractal market hypothesis is more suitable than the efficient market hypothesise

本文结合有效市场假说与分形市场假说理论，通过对我国证券市场中收益率的分布收入研究发现：中国股票市场是以分数布朗运动方式进行的，所形成的运动轨迹呈现出典型的α＜2的稳定帕雷托分布。因此，应该说，"分性市场假说"比"有效市场假说"更适用于中国股票市场。

Some properties and convergence theorems of the Henstock variational integral for stochastic process with respect to canonical Brownian motion are probed.

讨论了关于布朗运动的随机积分用Henstock变差逼近的方法所定义的积分的一些性质和收敛定理。

It was supposed that the dynamic moving process of the stock price and the return was driven by Geometry Brownian Motion and the lognormal distribution respectively. Takinginto account the riskneutral environment, we got a closedform analytical formula for deferred arithmetic asian options by the method of Taylor expansion of the stochastic integral formula within the terminal payoff. Furthermore, with the series definition of the definite integral, we transferred the continuous problem into a discrete one which is simpleenough to figure out. Meanwhile we tested the accuracy of the formula with the Monte Carlo simulation as a benchmark and the result shows that the formula can be utilized to price the related financial derivatives.

在标的价格服从几何布朗运动、收益服从对数正态分布的前提下，通过风险中性定价原理，对到期损益中的随机积分进行任意次Taylor近似，并由级数定义将此连续问题离散化，给出了延期算术平均亚式期权封闭形式的解析定价公式，并与Monte Carlo模拟得到的价格作为标尺对得到的公式进行精确性检验，结果表明，所得公式可以应用到金融实务中对此类衍生品定价中。

General method and other new technologies of ore smelting electric arc furnace starting-up are introduced.

介绍了矿热炉开炉的一般方法和两种开炉新工艺。

Some researchers proposed that the lack of variation in our maternally inherited mitochondrial DNA suggested these bottlenecks tookplace as our ancestors spread out of Africa relatively recently.

有些科学家提出，我们从母体遗传来的线粒体DNA很少发生变异，说明瓶颈发生在不久以前祖先走出非洲的时候。