查询词典 semimartingale

Advanced course covering topics selected from: semimartingale theory, stochastic integrals, homogeneous chaos expansions, stochastic differential equations, Malliavin calculus, infinite dimensional processes, functional central limit theorems, Feynman-Kac formula, Feynman integral.

随机分析：高级课程，包括：半鞅理论，随机积分，齐次混沌展开，随机差分方程， Malliavin 微积分，，有限维过程，泛函中心极限理论， Feynman-Kac公式， Feynman积分，过滤理论的应用，无限粒子系统，量子力学，神经学中的随机模型。

It was proved that under Lipschitz coefficients, the solutions of SDEs driven by Brownian motion or a continuous semimartingale form a stochastic homeomorphism flow.

在方程系数Lipschitz连续的条件下，由Brown运动或连续半鞅驱动的随机微分方程的解形成一随机同胚流。

Under the assumptiom that the price procee of risky asset is assumed to be a semimartingale under original probability measure, we prove existence and uniqueness of the locally risk-minimizing strategy.

我们在风险资产的价格过程在原概率测度下为半鞅的假设下，证明了局部风险最小对冲策略的存在性和唯一性。

To begin with, we point changes of martingale measures can be replaced by the choice of numeriare, and improve the price process of the replicatable contingent claims is independent of the changes of numeriare, for a market under semimartingale model.

因为跳过程能描述市场中的突发事件对资产价格的影响，从而更符合大量金融统计数据规律。所以，本文在假设资产服从一类跳过程的情况下来讨论期权的定价。

The exact expressions of minimal martingale measure and the minimal entropy martingale measure for jump diffusion semimartingale are gained,with the specific changes of intensity and density function processes in these measures.

在跳扩散半鞅模型中，引进了跳的强度过程与跳的概率密度函数过程，研究了测度变换对跳的强度与密度函数过程引起的变化、研究了跳扩散半鞅的最小鞅测度与最小熵鞅测度。

In Chapter 3 Firstly, the exponential stability in mean square and almost sure exponential stability for neutral stochstic neural networks with time-varying delay can be discussed by using the linear matrix inequality and the semimartingale convergence theorem; And our sufficient conditions are less conserative; Secondly, by utilizing the fixed point theorem, some sufficient and necessary conditions ensuring the asymp- totic stability in mean square for neutral stochastic neural networks with time-varying delays can be given.

第三章首先，利用线性矩阵不等式方法和半鞅收敛定理，考虑了一类具变时滞中立型随机神经网络的二阶矩指数稳定性和几乎必然指数稳定性，所得到的条件保守性要好；其次，采用不动点方法，给出了具变时滞中立型随机神经网络的二阶矩渐近稳定性的充要条件。

Motivated by the newψfunctional stability,we can establish some new kinds of stabilities which are different from the exponential stability.With the help of semimartingale convergence theorem,stochastic calculous,moment inequality,Burkholder-Davis-Gundy inequality,Gronwall inequality etc.,we find that the product ofψfunction and the solutions of neutral equations will approach a nonempty set if some specific conditions are satisfied.

我们应用半鞅收敛定理、随机微积分的相关知识以及矩不等式、Burkholder-Davis-Gundy不等式和Gronwall不等式等技巧，得到中立型随机泛函微分方程的解与特定的"ψ函数"的乘积在一定的条件下将趋向某非空集合这一结论，并建立了该中立型方程的随机LaSalle型定理。

Neutral equation; stochastic functional differential equation; stochastic differential equation with delay; infinite delay; asymptotic propertie; semimartingale convergence theorem; Markovian switching; moment stability; moment boundedness

基础科学，数学，概率论、数理统计中立型方程；随机泛函微分方程；随机延迟微分方程；无限时滞；渐近性质；半鞅收敛定理； Markov调制；矩稳定性；矩有界性

In the United States, chronic alcoholism and hepatitis C are the most common ones.

在美国，慢性酒精中毒，肝炎是最常见的。

If you have any questions, you can contact me anytime.

如果有任何问题，你可以随时联系我。