查询词典 Brownian motion

Then we give some premiliaries, including stochastic integration for fractional Brownian motion, parameter estimates in the fraction...

第三章是本文的主要部分，给出了分数O-U过程中参数估计的大偏差，并且给出了证明。

Fractal dimensions of images have been calculted using usual methods such as triangular prism method, fractal Brownian motion method, DBC box-counting method and multi-fractal method.

实现了常用的三角棱柱法、分形布朗运动法、DBC计盒法和多重分形法等分维数计算。

Based on the idea and technical in the references[16],[17]and[26]as well as the theories of martingale,Brownian motion and stochastical orders,the expectation of present value of annuities with controlled random interests is obtained,and the upper bounds of present value function of discrete stochastic annuities with random interests in sense of convex order are derived,and the numerical characteristics of upper bounds are also obtained,furthermore,the expec

基于文[16]，[17]和[26]的思想方法以及鞅、反射Brownian运动和随机序的理论，得到了控制随机利率下连续年金现值的期望，并给出了离散随机年金现值函数在凸序意义下的上界，讨论了上界的分布函数和停止损失保费，进而得到了离散的随机年金现值的期望。

The multi-spherical Brownian motion model was used to predict the thermal conductivities of nanofluids.

采用基于多颗粒布朗运动的微对流模型预测了纳米流体的热导率。

Thirdly the traditional Monte Carlo simulation method assumes that the price change follows the Geometric Brownian Motion, so it also cannot deal with data which has fat-tailed character.

三、传统的蒙特卡洛模型假设价格变化服从几何布朗运动，同样不能有效地刻画收益率序列的尖峰厚尾特征。

Resealed range analysis method is one of the good tools for studying fractal Brownian motion of time-series data and natural phenomena self-affine fractal, being applied widely for all time-series. In this paper, this method is used to analyze absolute geomagnetic Z component observations at Tianshui Observatory.

重标极差分析法(R/S， rescaled range analysis method)，是研究分数布朗运动及自然现象的自仿射分形的有力工具之一，对于所有时间序列分析都有着广泛的用途。

Finally, fractal characteristic is researched in the thesis. Fractional Brownian motion characteristic of sea clutter is validated and fractal dimention of sea clutter without taget and sea clutter with target are calculated by box-dimention method.Target detection based on fractal dimention is analyzed in brief and sea clutter multi-fractal characteristic is analyzed by MF-DFA.

最后，本文对海杂波分形特性进行了研究，验证了海杂波符合分数布朗运动的特性，通过盒维数法计算纯海杂波和目标海杂波的分形维数，简要分析了基于单重分形维数的目标检测，并采用MF-DFA对海杂波多重分形特性进行了研究分析。

To make this market a complete one, we introduce the forward rate, which is driven by this Brownian motion, as a new risk factor, and under HJM model we have the new asset - zero-coupon bond. Then we can get the price of stock index futures by the martingale method.

为此引入受这个Brown运动影响的远期利率作为风险因子，在HJM模型框架下可化作新的风险资产——零息债券，得到虚拟的完全化市场后利用鞅方法解出股指期货价格表达式。

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。

Course topics will be selected from: the general theory of processes, sample function properties, weak convergence, Brownian motion, diffusions, Levy processes, Markov processes, martingales, Gaussian processes and further topics.

课程论题将从以下选择：过程的一般理论，样本函数的特性，弱收敛，布朗运动，扩散，Levy过程，马氏过程，鞅，高斯过程及更深的论题。

Now a new technology is making those missives public.

而今，一种新的技术可以制造公函。

In the age of high-technology agriculture, grafting still holds an important place.

在农业高科技的时代，嫁接依旧具有重要的价值。