查询词典 stochastic dependence

Optimal consumption and investment ; stochastic volatility ; stochastic optimal control ; value function

最优消费和投资；随机方差；随机最优控制；值函数

In this dissertation, we develop the research work of the following three aspects based on existed work.First, using the scale-invariant property of multiscale model, i.e. Markovian among scales, a method of qth-order tree-based for multiscale representation of a class of 1-D stochastic process is presented. The multiscale stochastic model is established. The representation forms of parameter matrices, such as, the state transition matrix, the disturbance matrix, the initial state and the corresponding covariance matrix are deduced in detail. The multiscale sample paths based on distinctive order tree are presented by computer simulation.

本文在已有工作的基础上，开展了以下几个方面的研究工作： 1、根据多尺度模型尺度不变性，即利用尺度间的Markov性，给出了一类1-D随机过程基于一般q阶树的多尺度表示方法，建立了相应的多尺度动态模型，详细推导了多尺度模型中的状态转移阵、扰动阵、初始状态和相应的协方差阵，并通过计算机仿真给出了不同阶树的多尺度采样路径。

First, for state estimation problem of the linear stochastic systems with uncertainties in both the state matrix and the noise matrix, a new satisfactory estimator is constructed with stochastic theory, which can guarantee that estimator error system with bounded perturbed model parameter satisfies the constraint indexes that is given. Thus a sufficient condition of solving satisfactory estimation is obtained; secondly, the algorithm of designing satisfactory estimator is presented by analysis.

首先，根据满意控制思想，针对一类在状态矩阵及噪声矩阵中均含有不确定性的随机系统，设计一种满意估计器，使预测误差系统在模型的参数发生扰动时，依然满足预先给定的设计约束指标，得到了满意估计问题求解的充分条件；然后根据分析给出了满意估计器设计的算法。

Fifthly, we research the problem about the stochastic fluctuate of the contents of organic compounds and microelements in the land under the assumption continuous-time model. The first, a dynamic model about fertility of plowland is presented using stochastic diffusion processes and distributed parameter system.

在分析了农业耕地中有机物含量及微量元素含量的随机变化过程的基础上，利用扩散随机过程理论及分布参数系统建立分析模型描述耕地肥力的分布状况；研究了以维护耕地最优质量状态作为目标值的最优控制问题。

Some stochastic Galerkin methods, combining the Askey polynomial chaos expansion for the stochastic inputs and the spectral method in the physical space, are proposed to approximate some popular model problems.

研究的算法基于随机方向上的Askey正交多项式谱分解和物理空间方向上的谱方法。

The firing predicative,stochastic switch and firing rate can be directly implemented in Stochastic Petri Net software.

因此，对网格资源的管理实际上可以抽象为对网格服务的管理。

In the proposed formulation, the fluid jump arc of Second order Fluid Stochastic Petri nets, which takes deterministic jump height, is introduced for the sake of modeling impulse rewards. In order to model non-Markovian stochastic systems, the fluid jump arc is combined with the flush-out arc. As a result the fluid jump arc as a modeling primitive has the function of emptying in zero time the existing fluid from the continuous place connected with it.

为方便利用该机制建模冲量回报，引入二阶流体随机 Petri 网中的流体跳跃弧，跳跃弧的跳跃高度取确定值；为方便建模非马尔科夫随机系统，将清空弧与流体跳跃弧结合，使得流体跳跃弧作为建模原语直接具有瞬间内清空与之相联接的连续库所的功能。

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。

Article 144 The Government of the Hong Kong Special Administrative Region shall maintain the policy previously practised in Hong Kong in respect of subventions for non-governmental organizations in fields such as education, medicine and health, culture, art, recreation, sports, social welfare and social

第一百四十四条香港特别行政区政府保持原在香港实行的对教育、医疗卫生、文化、艺术、康乐、体育、社会福利、社会工作等方面的民间团体机构的资助政策。原在香港各资助机构任职的人员均可根据原有制度继续受聘。

Small wonder, then, that the Chinese spend more in the shop than any other group of foreign visitors do .

这样的小惊喜，使中国顾客比任何国家的人消费得更多。