查询词典 stochastic control

Closed form solutions for a variety of equity swaps with constant or variable notional principal in the stochastic volatility and stochastic interest rate model are derived from the forward-neutral pricing model.

我们的远期中立评价模式除了应用在固定名目本金或可变名目本金之股酬交换外，也使用在隐含有远期生效选择权的上限型股酬交换。

Based on the comparative study of the stochastic method and the definite method of the global optimization ,the paper discusses the basic concepts and the developmental tendency of stochastic method and builds one concept algorithm based on the minimum relative entropy as the example in the light of the author s current research.

在比较全局最优化的确定型方法和随机型方法的基础上，着重讨论了随机型方法的基本思想及发展趋势。

To solve the problem of identifying weak signals with large parameters,principle of stochastic resonance is studied.Conception and realization of scale transformation stochastic resonance are proposed.

为解决大参数微弱信号的识别问题，在研究随机共振基本原理的基础上，提出了变尺度随机共振的概念并给出了实现方法。

The stochastic finite element method can consider the random variables which are associated with soil properties, changeable loads, geometric conditions. The stochasitic properties of parameters and seismics will affect the interaction between soil and pile and the stochastic method is a trend to analyze the problem of pile-soil dynamic interaction.

参数和地震激励的随机性对土-结构动力相互作用的影响，土与结构动力学参数的不确定性和地震激励的随机性是众所周知的，其对结构响应的影响也是很重要的，对于结构的地震响应有重要影响的土-结构动力相互作用考虑各种随机因素的影响也是必然的发展趋势。

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 method, the probability density function of a stochastic process is described from the spectral density function of the stochastic process.

根据S。 O。 Rice对随机过程峰的一维概率分布的研究方法，扩展到对随机过程峰的联合概率密度的分析。

In the method,the probability density function of a stochastic process is described from the spectral density function of the stochastic process.S.O.

根据S.O.Rice对随机过程峰的一维概率分布的研究方法，扩展到对随机过程峰的联合概率密度的分析。

Given a stochastic term structure of default-free interest rates and a stochastic maturity specific credit-risk spread, the arbitrage free swap values can then be priced under domestic martingale measure.

经由给定无违约风险的期间利率结构，以及随机到期的特定信用风险补偿，得到在平赌测度下的无套利交换价值。

For all kinds of stochastic models, it is of considerably significance to study stochastic stability, and stationary distribution is our focus.

对于各种随机模型来说，随机稳定性的研究有着十分重要的意义，其中平稳分布是大家研究的焦点。

In the fourth chapter, theoretical analysis was performed by using the stochastic oscillation theory, the stochastic averaging equation and the FPK equation were deduced and some simulation results about the stationary probability density function of such system were given.

第四章利用随机振动理论，对系统进行了一些理论分析，推导了此类系统的随机平均方程与FPK方程，并初步给出了一些关于系统响应的平稳概率密度的模拟结果。

Metrorrhagia is also gynaecological problems of common diseases.

崩漏是妇科常见病也是疑难症。

WordFTP gives you the convenience and timesaving you need.

wordftp让您的方便和省时您所需要的。