查询词典 stochastic differential equation

And by the backward stochastic differential equation we get the corresponding partial differential equation of the European option price when those parameters are constants.

并且，借助倒向随机微分方程找到在以上参数均为常数时，期权价格所满足的偏微分方程。

Finally, in the third section, by constructing some functional which similar to the conservation law of evolution equation and the technical estimates, we prove that in the inviscid limit the solution of generalized derivative Ginzburg—Landau equation converges to the solution of derivative nonlinear Schrodinger equation correspondently in one-dimension; The existence of global smooth solution for a class of generalized derivative Ginzburg—Landau equation are proved in two-dimension, in some special case, we prove that the solution of GGL equation converges to the weak solution of derivative nonlinear Schr〓dinger equation; In general case, by using some integral identities of solution for generalized Ginzburg—Landau equations with inhomogeneous boundary condition and the estimates for the L〓 norm on boundary of normal derivative and H〓 norm of solution, we prove the existence of global weak solution of the inhomogeneous boundary value problem for generalized Ginzburg—Landau equations.

第三部分：在一维情形，我们考虑了一类带导数项的Ginzburg—Landau方程，通过构造一些类似于发展方程守恒律的泛函及巧妙的积分估计，证明了当粘性系数趋于零时，Ginzburg—Landau方程的解逼近相应的带导数项的Schr〓dinger方程的解，并给出了最优收敛速度估计；在二维情形，我们证明了一类带导数项的广义Ginzburg—Landau方程整体光滑解的存在性，以及在某种特殊情形下，GL方程的解趋近于相应的带导数项的Schr〓dinger方程的弱解；在一般情形下，我们讨论了一类Ginzburg—Landau方程的非齐次边值问题，通过几个积分恒等式，同时估计解的H〓模及法向导数在边界上的模，证明了整体弱解的存在性。

The equation for item level from item slot is a logarithmic equation and the equation from item level to weapon DPS would require an exponential equation, therefore an equation from item slot value, the value prior to item level, to weapon DPS would be a linear equation.

武器DPS是物品等级中一个很有趣的属性，因为它似乎有多种计算方法。最近加入的传家宝物品可以提出和回答这个问题。物品等级在57以前的时候，它的计算方法和蓝装的线形公式一样，传家宝武器不是线形增长的，似乎是介于线形和多项式增长之间。在58-67的时候，传家宝武器的DPS随物品等级成指数增长。在68-80的时候，武器DPS也是成指数增长，但是速度不同。在100-226之间的史诗物品成相同的指数增长。

The asymptotical properties of KdV equation and KP equation exhibit the soliton behavior when some conditions are satisfied, and in some cases the parameter matrices describing the interaction between two solutions is quite simple. Two kinds of solutions of the second coupled equations of AKNS hierarchy are provided and applied to NLS equation. A systemical way of construction of special solutions is also tried for DS equation. Most of the results on a scalar equation can often be directly generalized to some matrix equation, and the difference between the ω in scalar form and ω in matrix form lies only in the replacement of vector p, q by matrices p, q.

对KdV方程和KP方程渐近性质的讨论显现出解在一定条件下的孤子特性，从而使得一些情形下，同类解的相互作用体现在参数矩阵上变的较简单；我们给出了AKNS方程的两类不同解，并约化到NLS；对DS方程，我们从另一个方面初步探讨了形式化推导矩阵方程特解的方法；把这些有关标量ω的结果推广到ω为矩阵上往往只要把p，q变为矩阵即可，进而可以再推广到方程组上。

A quasi one-dimensional, time dependent system model based on the parallel compressor theory was used to compute the effect of inlet distortion on turbine engine stability; Through Modifying steady state continuum equation, momentum equation and energy equation, the effect of power extraction and additional bleed on turbine engine running line was computed. Unsteady state continuum equation, momentum equation and energy equation were solved for computing the effect of acceleration on turbine engine running line.

其中，进气畸变对发动机气动稳定性影响的计算采用平行压气机模型，基于李亚普诺夫理论的方法完成；附加引气、功率提取对发动机气动稳定性的影响采用通过对发动机转子间质量、动量、能量守恒方程进行修正的方法进行；加速过程对发动机气动稳定性的影响采用欧拉方法求解动态的质量、动量、能量守恒方程的方法完成；最后采用&层迭&的方法进行各种降稳因素的综合评估。

Limited slip differential is improved according to common differential. Not having the common differentials disadvantage of dividing the torque into two equal parts, limited slip differential can give most torque or even all torque to another driving wheel which is not revolving in order to make use of the friction of this driving wheel to produce enough traction. This will greatly increase the dynamical capability, the passing capability, the stability and the safety of automobiles on different friction roads. So limited slip differential is substitute for common differential.

防滑差速器是对普通差速器的革新与改进，它克服了普通差速器只能平均分配扭矩的缺点，可以使大部分甚至全部扭矩传给另外一个不滑转的驱动轮，以充分利用这一驱动轮的附着力而产生足够的牵引力，大大提高了汽车在双附着系数路面上的动力性和通过性，显著改善了汽车操纵稳定性，有效地提高了汽车行驶安全性，是普通差速器的理想替代产品。

Finally, favored by the article "Stochastic differential utility" written by Duffle and Epstein, we define the notion of Stochastic differential utility under Maos conditions. Similar to common utility functions, they preserve many good characters such as continuance, monotonousness, risk aversion and so on.

最后，受Duffie和Epstein的"Stochastic differential utility"一文的启发，在毛氏条件下定义了随机微分效用，它保持了一般效用函数的性质：单调性，连续性，风险厌恶以等。

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。

Stochastic control system ; limited control ; exact controllability ; backward stochastic differential equation

本文组织如下，第二节引入主要定义，介绍倒向随机微分方程及彭有关随机精确能控性

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。

As of Tuesday, Google's results were still censored in China.

截至周二，谷歌的搜索结果仍受中国审查。

In order to make the positive action increase and negative one decrease, the sub-forces of the social factors must be adjusted to form a centripetal force.

在这一过程中，人的主体性发挥是社会有机体健康发展的灵魂。