查询词典 stochastic dependence

Considering a financial market with risky stocks and riskless bond, we describe the stochastic model of stocks prices with stochastic volatility .

在考虑一个带有股票和债券的金融市场后，建立了具随机波动率的股票价格的随机微分方程模型。

The empirical result indicates that the performance of the Hemler and Longstaff model that incorporates stochastic interest rates and stochastic volatility is the best, followed by the Ramaswamy and Sundaresan model and then the cost of carry model.

本文实证结果发现，同时考量随机利率及承机波动性的Hemler and Longstaff模式连用在TAIFEX期货与SGX－DT期货的定价，均优於与他两种模式。

At last, aimed at the stochastic system in which the uniform target at the same periods is observed by sensors possessing different characters at multiple scales, we present a method of the multiscale representation based on unregular tree. We develop the multiscale stochastic model based on scale sequence at odd- and even-numbered scale and on different order trees.

针对不同尺度上具有不同特性的传感器在相同周期内对同一目标观测的动态系统，给出了一类系统基于不规则树结构的多尺度表示方法，并建立了基于尺度序列奇偶相间阶树、不同阶树的多尺度动态模型。

The analyses of stochastic force on fluidized bed systems apply the stochastic theory to flowing mechanism and studies of bubble distribution, and redound to open out the inside nonlinear mechanism and characteristic of fluidized beds.

对流化床系统的随机力分析将随机理论的方法运用到流化床流动机理和气泡分布研究中，有助於揭示流化床内部非线性机理和特性。

In order to decrease visual delay in virtual reality, we studied and analyzed the testing results of all sorts of human being head motion. We put forward that the head moving of human being is a Guass-Markov stochastic process and constructed a stochastic mathematics model for head motion. We also proposed an effective algorithm for head-moving prediction based on Kalman filtering and preprocessing of the measured data.

为了克服虚拟现实系统中的视觉延迟现象，在对各种头部运动规律测试结果分析研究的基础上，提出人的头部运动是具有高斯－马尔可夫特性的随机过程，建立了头部运动的随机数学模型，设计了基于卡尔曼滤波和测量数据预处理技术的头部未来位置预测算法。

Multiple headways; stochastic expected value mode; hybrid intelligent algorithm; stochastic simulation; neural network, genetic algorithm

多时段发车间隔，随机期望值模型，混合智能算法，随机模拟，神经网络，遗传算法

Based on the stochastic characteristics of the single bus line, assumptions on the concerned stochastic events are made, according to which a expected value model for multiple bus headways optimization aiming at the maximal social welfare is formulated.

基于单条常规公交线路系统的随机特性，对该系统中的相关随机事件做了基本假设，以此建立了以社会福利最大为目标函数的多时段发车间隔优化随机期望值模型。

In this paper,we will analyze volatility of stock market in our country through heavy-tailed stochastic volatility model and leverage effect stochastic volatility model.

为克服上述缺陷，本文利用厚尾SV模型和杠杆SV模型对我国股市的波动性进行分析研究。

This paper research on the effect of investment with reserve for insurance price by theory of backward stochastic differential equation.Modeling the investment with backward stochastic differential equation and the resultts got.

本文利用倒向随机微分方程的理论，在考虑保险公司提计准备金的背景下研究投资对于保险价格的影响，建立了再保险投资定价的正倒向微分随机方程的模型，并给出了保险价格的显性解。

The maximum entropy principle is utilized to calculate the probability of stochastic rays undergoing k reflections.Finally,the applications of stochastic rays are investigated: the...

最后介绍使用随机射线建模超宽带室内信道的多径传播轨，在此基础上可以得到信道特性建模的基本随机变量，以及无线电波传播的概率模型等应用。

The dissecting of samples in group2 were difficult. The root of pulmonary artery and ascending aorta failed to be unfolded because fibrous tissue was tough, right and left fibrous trigone were too firm to be solved by hand. Cardiac muscle fibers couldn't be stripped along myofibrillar trajectory since they were prone to break because of their friability.

组2的心脏解剖困难，表现为纤维组织坚韧，游离肺动脉非常困难；徒手无法松解左、右纤维三角，肺动脉和主动脉根部的游离非常困难；心肌纤维坚硬、质脆，解剖时容易断离成碎块，无法沿纤维走行方向剥离。

We have battled against the odds in a province that has become increasingly violent.

我们对在一个争夺日益激烈省的可能性。