查询词典 stochastic dependence

Combining forward and backward stochastic differential equations and filtering techniques, the Nash equilibrium point of a type of partially observed LQ nonzero sum stochastic differential game problem is obtained.

摘要结合正倒向随机微分方程理论和滤波技术，给出了一类部分可观测信息下线性二次非零和随机微分对策问题的纳什均衡点。

Therefore, basic methodologies for stochastic seismic and filtering responses of nonlinear structure are studied, the approximate solution methodologies and their practical applications are investigated in the dissertation employing equivalent linearization and moment equations method based on FPK equations and Ito stochastic differential equations. The research works are mainly concerned with the following aspects:Firstly, the differential expression of bilinear hysteretic is studied and a new differential expression is developed, then they are demonstrated.

因此，本文基于FPK方程和伊藤随机微分方程，研究了滞后结构物的随机地震反应和随机滤波问题的基本方法，并利用等效线性化法和矩方程法，研究了非线性结构随机地震反应分析和随机滤波分析的近似解法及它们的工程应用。

Real options theory, which combines corporate finance, investment decisions and management science, deeply applys mathematical tools, such as stochastic calculus, optimal stopping times, martingale, stochastic differential equations, game theory, etc. Real options analysis overcomes the drawbacks of traditional methods, and provides a new method of investment decisions, financing policies and risk management for the corporate.

实物期权方法深入应用随机分析、最优停时、鞅、随机微分方程、博弈论等数学工具，并与金融学、投资决策和公司管理等学科相互结合，克服了传统方法的局限，为企业提供了一套投资财务战略管理和风险管理的新方法。

Real options theory, which combines corporate finance, investment decisions and management science, deeply applys mathematical tools, such as stochastic calculus, optimal stopping times, martingale, stochastic differential equations, game theory, etc.

实物期权方法深入应用随机分析、最优停时、鞅、随机微分方程、博弈论等数学工具，并与金融学、投资决策和公司管理等学科相互结合，克服了传统方法的局限，为企业提供了一套投资财务战略管理和风险管理的新方法。

One way is to regard them as the random variables submit to a certain distribution; another is to take them as a random process—— we derive random variables form any of its function's time development, and, the diffusion equation could be partially approached by a equation which is similar to the Ito stochastic integral equation so that the Ito stochastic integral equation is inter-related with the diffusion equation. Therefore, this process could basically reflect the uncertainty in different models.

PSFEM法是假定基本随机变量在均值点处产生微小摄动，利用Taylor级数把随机变量表示为确定部分和由摄动引起的随机部分，从而将有限元控制方程转化为一组线性的递推方程，求解得出位移的统计特性，进而求出应力的统计特性。

With the rapid development of the mathematical tools, such as stochastic control and stochastic integral, and computer technology, the portfolio under the continuous-time condition has become the research hotspot.

随着随机控制理论、随机微积分等数学工具以及计算机技术的迅猛发展，连续时间条件下的投资组合问题已成为研究的热点。

Some of Hazel Perfect's results on positive stochastic matrix with real characteristic roots are applied to the quasi-stochastic matrix with known characteristic roots is given.

又把Hazel Perfect对于随机矩阵实特征根的理论，推广到拟随矩阵，最后给出一个已知实特征根求拟随机矩阵的方法。

Based on the matrix strength stochastic distribution theory and the fiber failure stochastic distribution theory, the stress-strain behavior and the tangent tensile modulus are obtained for unidirectional composite (0$^\circ$ ply).

基于基体随机开裂、纤维随机断裂分布理论，得到正交铺层结构的应力-应变关系；基于体积平均方法，将纤维束波动部分进行分割，引入强度分析模型，得到纤维束波动部分的应力-应变关系。

The key to the stochastic modeling is to build a suitable stochastic model of precipitation.

地区干旱随机模拟研究的关键是建立合适的降雨过程随机模型。

This paper developed the theory of stochastic structure dynamic analysis, and studied the dynamic reliability of stochastic structure and structure optimization design based on the dynamic reliability.

本文进一步发展了随机结构动力分析的理论和方法，初步开展了随机结构系统动力可靠性分析和优化设计的研究工作，主要工作集中在以下几个方面：1。

Through comparing with the results by simulation to study the effects of theprojectile"s final velocity, the angle of rotation and the ballistic trajectory"s migration withdifferent projectile"s rotating speeds, different target"s moving speeds and differentpenetration angles.

通过比较数值模拟的结果来研究不同弹头转速、目标速度、侵彻角对侵彻过程中弹头最终速度、翻转角度和弹道偏移的影响。

I love stationery and all the accoutrement of writing.

我爱文具以及所有的书写的工具装备。