查询词典 continuous stochastic process

Parameter identification Markov method for continuous stochastic linear system and bilinear system via wavelet transform The statistical properties of continuous Wiener process are studied.

基于小波变换的离散随机线性和双线性系统参数辨识Markov方法分析了由白噪声驱动的有理滤波器输出随机信号在小波变换下的滤波和去相关特性，提出一种在线估计噪声协方差矩阵及其Cholesky分解因子的方法。

In this paper,the authors give a strict proof of geometric Brown motion displayed by stock prices using the methods of approximation from discrete process to continuous stochastic process.

通过由一般的离散过程逼近连续随机过程的方法，给予证券价格按有漂移率的几何布朗运动变化的一个严格的证明，并指出了股票价格过程的一般模型

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。

The major topics are: Poisson process, renewal process, discrete time and continuous time Markov chains, stationary process, Brown motion and stochastic integral introduction

本课程的主要内容包括泊松过程与更新过程、离散时间与连续时间的马尔可夫链、平稳过程、布朗运动与随机积分初步。

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。

Eighthly, we study the continuous-time model on the expectation and variance of farm-product's price, which follows an ITO stochastic process.

在连续时间模型的假设条件下，研究了农产品价格服从伊藤随机过程的数学期望及方差问题。

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。

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。