查询词典 stochastic filtering

Huang and Lin proposed the weak solution concept for Backward Stochastic Differential Equation This paper based on the predecessor's work , gives the weak solution concept for Backward Stochastic Differential Equation with continuous martingale,uses the Girsanov transformation, obtains its weak solution of the existence of a necessary and sufficient conditions, and on this basis obtains its weak solution of the existence of sufficient conditions,these sufficient conditions weakened the drifting coefficient which requested in the existence uniqueness of strong solution to satisfy the Lipschitz condition the request.

本文在前人研究的基础上，给出由连续鞅驱动的倒向随机微分方程弱解的概念，利用Girsanov变换，得到其弱解存在的存在的一个充分必要条件，并在此基础上得到了其弱解存在的一些充分条件，这些充分条件减弱了在强解的存在唯一性中要求的漂移系数满足Lipschitz条件的要求。

Secondly, we consider stochastic LQ optimal control problem driven by Lévy processes and Brownian motion. By applying the -Lévy formula, Gronwall's inequality, Young's inequality and Cauchy-Schwarz inequality, we obtain the closeness property of the solution of multi-dimensional backward stochastic Riccati differential equations.

第二部分首先研究由布朗运动和Lévy过程共同驱动的随机LQ最优控制问题，接着利用-Lévy公式、Gronwall不等式、Young不等式及Cauchy-Schwarz不等式证明多维倒向随机Riccati微分方程适应解的闭性质，并利用此性质证明一维BSRDE解的存在唯一性。

Then combined with reliability computation,the stochastic finite element method is used to establish the relationship between the load effect and basic stochastic variable dealing with statistical features of variables.

可靠度分析是基于各种资料、数据的概率统计分析，在设计中用概率的方法定量地考虑了这些不确定因素，并用严格的概率来求得结构的可靠度指标。

A virtual stochastic process is constructed so that the basic random variable becomes the value of the stochastic process at certain instants of time.

在此方法中，构造一个与基本随机变量相关的虚拟随机过程，使得基本随机变量成为该随机过程的截口随机变量。

The topics covered include: cooperative stochastic games; noncooperative stochastic games; sequencing games; games arising form linear infinite programming problems; network formation, costs and potential games; potentials and consistency in transferable utility games; the nucleolus and equilibrium prices; population uncertainty and equilibrium selection; cost sharing; centrality in social networks; extreme points of the core; equilibrium sets of bimatrix games; game theory and the market; and transfer procedures for nontransferable utility games.

包括的题目包括︰合作的随机的比赛； noncooperative随机的比赛；排序比赛；出现的比赛形成线的无限的编程问题；网路阵式，费用和潜在的比赛；用可转让的效用游戏的潜能和一致；核仁和均衡价格；人口不确定和均衡选择；费用分享；在社群网里的centrality；核心的极端点；均衡bimatrix 比赛；运筹学和市场；并且转移不可过户的效用比赛的程式。

If the stochastic process {X,t∈R1} is transformed by a bounded Borel measurable function f, then we will obtain a new stochastic process which denotes by Y, namelyY=fX

如果该随机过程{X，t∈R1}被一有界Borel可测函数f变换，则得到新的随机过程，记为Y=fX

The stochastic channeling is the phenomenon of stochastic process which needs to be further studied.

随机沟流是有待进一步研究的随机过程现象。

In order to further reveal and distinguish the dynamics and changing regularity of the stochastic integer multiple spiking and the deterministic integer multiple spiking, the integer multiple spik-ing from the experiment, the stochastic Chay model, and the deterministic Wang model and their chang-ing regularity with respect to extra-cellular concentrations of Ca2+([Ca2+]o) or the reversal potential of Ca2+ in model were studied.

为进一步区分神经自发整数倍峰放电节律的随机性和确定性模式的动力学性质，详细研究了实验神经起步点、随机理论模型和确定性理论模型产生的3种整数倍峰放电节律及其变化规律。

The stochastic Bonhoeffer-Van der Pol system is first transformed into an equivalent deterministic system using the Chebyshev polynomial approximation, so that the problem of controlling stochastic chaos is reduced to the problem of controlling deterministic chaos in the equivalent system.

首先运用Chebyshev多项式逼近的方法，将随机Bonhoeffer-Van der Pol系统转化为等价的确定性系统，使原系统的随机混沌控制问题转换为等价的确定性系统的确定性混沌控制问题，继而可用Lyapunov指数指标来研究等价确定性系统的确定性混沌现象和控制问题。数值结果表明，随机Bonhoeffer-Van der Pol系统的随机混沌现象与相应的确定性Bonhoeffer-Van der Pol系统极为相似。

The up useful stochastic order and the down useful stochastic order has the closure property of under convolution, and maximum and minimum of the random variable.

而且向上和向下一般随机序关于卷积、随机变量的极大和极小等具有封闭性。

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。