查询词典 stochastic dependence

This dissertation focuses on the vector stochastic integral and its applicationsto mathematical finance. We first conduct a comprehensive study on VSI and provide aneconomical justification on the question of why VSI is more suitable than the component-wise stochastic integral for mathematical finance.

本论文以向量随机积分为主线，首先较为系统地研究了向量随机积分，给出了在金融数学中使用向量随机积分较之使用按分量的随机积分更合理的经济学解释。

In our thesis, contents are organized as following In Chapter 1 we present our topic's internal and overseas research situations, theoretical and practical significance, and introduce the research object and contents, and the main contributions of this dissertation. Chapter 2 reviews the development of the stability results for nonlinear systems and some relevant recent results, which include Lyapunov and LaSalle-Yoshizawa theorems for nonlinear systems, and stochastic edition for stochastic nonlinear systems. Sontag's formula for systems affine in control is presented in the frame of CLF. The concepts of disturbance attenuation and the inverse optimality are also explained in this Chapter. In chapter 3 we present the solvable theorem of inverse optimal gain assignment problem, design the inverse optimal controller and the inverse optimal tracking controller for strict-feedback nonlinear continuous systems with unknown time-varing bounded disturbances and constant unknown parameters using an adaptive backstepping algorithm, which are nonlinear, continuous and are easier to realize. These designs are fully systematic and the algorithm can be directly coded in symbolic software. The results of simulation show the effectiveness of the control algorithms.

论文的结构如下：在第1章中，给出了本文研究课题的研究现状、理论意义和实际应用，并介绍了本文的研究对象、研究内容以及主要贡献；在第2章中，针对确定性非线性系统和随机非线性系统，分别介绍了Lyapunov定理、LaSalle-Yoshizawa定理及其随机版本；对仿射系统，在控制Lyapunov函数框架下，给出了Sontag公式；同时给出了非线性系统扰动抑制和逆最优控制问题的基本概念；在第3章中，针对具有未知时变有界扰动和未知定常参数的一类不确定非线性系统，给出并证明了逆最优增益配置可解定理，使用自适应Backstepping算法和均值定理，系统地设计了自适应逆最优控制器和逆最优跟踪器，这种设计方法可同时获得逆最优控制策略和自适应律，简单明了，仿真结果表明该控制算法的有效性，并给出了性能估计。

In Chapter 3 the stability of Ito stochastic systems and delay stochastic systems are investigated.

在第三章研究Ito型随机系统及滞后随机系统的稳定性问题。

The stochastic-type Lasalle theorem is an important tool for investigating the stability of stochastic systems.

随机型的Lasalle定理是研究随机系统的稳定性的重要理论工具。

OD estimation was divided into fixed steps, with every step containing a bi-level programming. The upper-level problem was a generalized least squares estimator, while the lower level problem was a stochastic user equilibrium model. Namely, based on generalized least squares estimator and stochastic user equilibrium, a new estimator of the OD matrix was proposed by target matrix and traffic counts updating.

将OD估计分为固定的步数，每一步都是一个双层规划，上层为广义最小二乘估计，下层为随机用户均衡分配模型，即以广义最小二乘估计和随机用户均衡分配模型为基础，通过更新估计模型中目标矩阵和实测路段上的流量来估计OD矩阵。

In 1978, Bismut first introduced a linear backward stochastic differential equation when he studied the stochastic optimal control.

1978年，法国数学家Bismut在研究随机最优控制时首次提出了线性倒向随机微分方程。

The dynamic characteristics of stochastic truss structures and stochastic frame structures are analyzed by using Random Factor Method. Then, from the expressions of structural random response of the frequency domain, the computational expressions of the mean value, variance and variation coefficient of the mean square value of the structural displacement and stress response under the stationary random excitation or non-stationary random excitation are developed by means of the random variable's functional moment method and the algebra synthesis method.

考虑压电智能桁架结构物理参数、几何参数、结构阻尼和外荷载、闭环系统控制电压分别或同时为随机变量，构建了结构在随机力作用下的动力响应分析模型，提出了求解方法，推导出结构动力响应随机变量的数字特征计算表达式，通过算例验证了所建模型和所提求解方法的正确性和有效性。

Model of stochastic interest rate was established by reflected Brownian motion and negative binomial distribution. Based on the stochastic interest rate model, the combined life insurance was discussed.

bstract 以反射布朗运动和负二项分布为基础建立随机利率模型，并在该随机利率模型下对联合生命保险进行讨论。

A model of stochastic interest rate was established by reflected Brownian motion and negative binomial distribution. Based on the stochastic interest rate model, the combined life insurance was discussed.

以反射布朗运动和负二项分布为基础建立随机利率模型，并在该随机利率模型下对联合生命保险进行讨论。

It has solved the random response of nonlinear stochastic vibration system that caused by the stochastic hysteretic loop itself.

从而解决了由滞回环本身的随机性引起的非线性振动系统的随机响应问题。

Diabetes is a social disease that affects several million people worldwide.

糖尿病是一个社会性疾病，全世界有数百万人罹患此病。

I'll call you on Friday to see if we can reschedule our luncheon meeting at your convenience.

我星期五会给您打电话在您方便的时候我们重新安排我们的午餐约会。