查询词典 stochastic differential equation

Stochastic differential equations can be used to resolving the price of interest rate derivatives. It has a canonical equation of interest rate changing with time and its derivative accords with the traded behavior in finance market, but the resolving process is very fussy and difficult and can not receive closed solution in many cases.

随机微分方程被用于利率衍生产品的定价，它给出利率随时间变动的一个规范的方程，而且其推导过程与金融市场中的交易行为一致，但其求解过程很繁琐且困难，在很多情况下甚至无法得到封闭解。

The stability of composite θ-method for stochastic differential delay equation was studied.

摘要研究了随机延迟微分方程复合θ-方法的稳定性。

T-stability of the Euler-Maruyama method was studied for stochastic delay differential equation of neutral type.

研究了中立型随机延迟微分方程Euler-Maruyama方法的T-稳定性。

The analysis in theory proves that cellular automaton is equal with a stochastic process that described by stochastic difference equations. The primary differential equation is expectation of this stochastic process. And its variance function is controllable. These results show that cellular automata are in agreement with primary differential equation in the statistical sense.

理论分析证明：该方法设计的细胞自动机等价于一个可用随机差分方程描述的随机过程，该随机过程以原微分方程为期望函数，并且，其方差函数是可控的，表明细胞自动机和原微分方程在统计意义上是一致的。

The stability of the complicated and high dimension stochastic functional differential systems with Markovian switching can be reduced to the stability of one dimension functional differential equation.

本文研究马尔可夫调制的随机泛函微分系统和脉冲泛函微分系统的稳定性。

The noise frequency modulation signal was particularly analyzed. The Fokker-Planck equation of noise frequency modulation was presented and the Motion-Group Fourier Transform was used by converting the partial differential equation into the variable coefficient homogenous linear differential equations. Then the solutions were given by using the peano-baker series. So the probability density function of noise frequency modulation in the filter was given. On the basis of the probability density function the stochastic resonance of noise frequency modulation signal is analyzed.

首先建立了噪声调频干扰信号通过脉冲压缩雷达中频滤波器后所满足的福克尔－普朗克方程，然后利用群移傅立叶变换（Motion-Group Fourier Transform，MGFT）将此偏微分方程化成了变系数齐次线性微分方程组，并利用Peano-Baker级数法给出了该方程组的解，最后得到了噪声调频干扰信号通过脉冲压缩雷达中频滤波器后的概率密度函数，在此基础上研究了噪声调频干扰信号造成的随机共振现象。

The conductivity field and hydraulic field are represented by Karhunen-Loeve expansion and polynomial expansion, respectively. The original stochastic partial differential equation is transformed into a series of deterministic equation at the collocation points.

其渗透系数场和水头场分别被表示为Karhunen-Loeve展开和多项式展开的形式；初始随机偏微分方程被转化为在相应配点上的确定性方程。

The conductivity field and hydraulic field are represented by Karhunen-Loeve expansion and polynomial expansion , respectively. The original stochastic partial differential equation is transformed into aseries of deterministic equation at the collocation points.

其渗透系数场和水头场分别被表示为 Karhunen-Loeve 展开和多项式展开的形式；初始随机偏微分方程被转化为在相应配点上的确定性方程。

Under uncertainty which the enterprise asset value follows an exogenous stochastic differential equation, total value of the enterprise equals to asset value added to present value of tax sheltering about coupons, minus present value of bankruptcy costs.

在企业资产价值由一个随机微分方程来描述的不确定环境下，企业总价值等于企业资产价值加上债务息票支付的免税现值减去破产成本的现值，而息票支付的免税现值与破产成本的现值均为企业资产价值的未定相机权益，并依赖企业内生破产时资产价值。

In order to resolve this problem, the boundary-fitted curvilinear coordinate system was utilized and inerratic reservoir region was changed into rectangle rigon.Recently, the theory of stochastic differential equation was applied to the water quality models of river.

本文中采用正交边界拟合坐标变换方法，将不规则的水库平面域变换成便于计算的矩形域以克服上述困难，从而使建立的富营养化模型能够适用于边界复杂的水域。

Do you know, i need you to come back

你知道吗，我需要你回来

Yang yinshu、Wang xiangsheng、Li decang,The first discovery of haemaphysalis conicinna.

1〕 杨银书，王祥生，李德昌。安徽省首次发现嗜群血蜱。