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Firstly, we consider the problem of the representation formula for the transition probability density of a right process under Girsanov transform. Secondly,we consider the problem of the MEMMs (minimal entropy martingale measure)for Markov switching Levy processes, and justify that the minimal entropy martingale measure is obtained by some regime switching Esscher transform. At last,we consider the problem of the invariant measure and the ergodic property of recurrent right processes. This paper includes 5 chapters.
首先,我们考虑了满足一定条件的右过程在Girsanov变换下的转移概率密度的表达式问题;其次,我们考虑了由Markov调制的Lévy过程的最小相对熵鞅测度的问题,证明了其最小相对熵鞅测度是某个状态转换Esscher变换;最后,我们考虑了右过程的不变测度及其遍历性的问题。
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Like Water for Chocolate. is a notable novel written by Mexican novelist Laura Esquivel, first published in 1989, and known for its strong images of Latin American magic realism. Although the plot is based on a romantic tragedy of the two lovers, the author, Esquivel, except intentionally names these twelve chapters by months of the year, incorporates lots of elements such as Mexican folktale and the spirits of local cuisine into her fanciful narration.
巧克力情人》一书是由墨西哥女作家,萝拉艾斯奇弗於1989年所出版的小说,其作品充满拉丁美洲文学魔幻写实的风格,虽以男女感情为故事主线,但作者有技巧性地以月份呈现内容章节,并加入许多墨西哥当地特色菜肴做为书中主要叙事元素,不仅跳脱商业言情小说的窠臼,也带起饮食文学的风潮。
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This essay is composed of five chapters.
本文的主要内容由五章组成。
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Sarris, in the independently written chapters, delves into the way Mabel McKay and Essie Parrish, keepers and Dreamers of the Bole Maru tradition, expressed themselves, to Greg, to each other, and to a Stanford University audience, among others.
萨里斯,在独立的书面章节,深入研究了道路梅布尔麦凯和Essie帕里什,饲养与博乐丸传统梦想家,表达自己,格雷格,相互的,在斯坦福大学的观众,等等。
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Keeping Slug Woman Alive, by Greg Sarris, has seven other chapters besides the one in New Voices, which critiques an ethnographer's presentation of Porno women's lives.
女子的生命,保持弹头由Greg萨里斯,除了有7个在新的声音之一,其中批评了民族志的色情妇女的生活陈述的其他章节。
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The main body is assorted to the following six chapters:Chapter one, with the title as "Qingdao in the Past Century: A Coastal City Built by Colonists", sums up the spatial setting of the following ethnographical description—Qingdao.
通过对青岛从其作为现代意义上的城市出现到今天东部沿海发达的滨海城市的历时性叙述,揭示城市文化性格。
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In this thesis, which includes six chapters, the author tries to research into the euphemistic expressions in English mainly from the pragmatic perspective.
全文共分六章。第一章简述英语委婉表达形成的历史,国内外对其研究的状况及本文试图做的研究。
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Each of the following seven chapters is devoted to a specific quality of natural light, including evanescence, atomization, and luminescence, and examines the particular uses of light through many disciplines-from art history to film and literature.
每个以下七个章节是专门为特定品质的自然光,包括evanescence ,雾化,并发光,并审查了特定用途的光线通过多学科,从美术史的电影和文学。
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Concretely,this paper is divided into seven chapters:ChapterⅠ"General overview of principle of evidentiary adjudication".
在本章中笔者主要对证据裁判主义的含义、证据裁判主义的意义以及证据裁判主义的价值目标进行了叙述。
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There are totally five chapters in the paper. Chapter 1 is the introduc-tion,and extreme value theory and methods and modelling for returns fat tails are introduced systematically in Chapter 2.This chapter also presents mean excess function and de Haan's moment estimate to decide on the reasonable exceedance threshold. Chapter 3 describes in detail non-linear time series mod-els such as GARCH models and the corresponding statistical inferences,and it also gives modelling and statistical analysis methods for returns series. Chap-ter 4 uses the models in Chapter 2 to analyzes the daily returns for Shanghai complex index and Shenzhen complex index in the Shanghai and Shenzhen stock markets. Chapter 5 applies the models in Chapter 3 to the volatility analysis of the two stock indices returns.
论文总共五章:第一章是引言部分;第二章系统介绍了极值理论方法和收益率厚尾的建模方法,给出了平均剩余函数法和de Haan矩估计相结合的方法确定合理的超越门限;第三章详细论述了非线性时间序列模型GARCH类模型及其统计推断,并且给出了收益率时间序列波动的建模和统计分析方法;第四章利用第二章的模型对国内沪深两市大盘指数上证综指和深证综指日收益率数据分布的厚尾进行了实证分析;第五章将第三章的模型应用到两个股指日收益率时间序列的波动分析。
- 相关中文对照歌词
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- 推荐网络例句
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On the other hand, the more important thing is because the urban housing is a kind of heterogeneity products.
另一方面,更重要的是由于城市住房是一种异质性产品。
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Climate histogram is the fall that collects place measure calm value, cent serves as cross axle for a few equal interval, the area that the frequency that the value appears according to place is accumulated and becomes will be determined inside each interval, discharge the graph that rise with post, also be called histogram.
气候直方图是将所收集的降水量测定值,分为几个相等的区间作为横轴,并将各区间内所测定值依所出现的次数累积而成的面积,用柱子排起来的图形,也叫做柱状图。
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You rap, you know we are not so good at rapping, huh?
你唱吧,你也知道我们并不那么擅长说唱,对吧?