查询词典 stochastic

This paper study the character and application of the solution of BSDE, the main results include: for the second kind of BSDE, the existence and uniqueness of the solution under non-Lipschitz condition, comparison theorem and stability are established , under weaker condition , the existence of the minimal and maximal solution is proved and the application in stochastic control and utility function is given; for the first kind of BSDE, under weaker condition , the existence of minimal and maximal solution .stability, comparison theorem and application to utilityfunction are proved.

本文研究倒向随机微分方程解的性质及其应用，主要结果有：针对第二类方程，讨论了在非Lipschitz条件下倒向随机微分方程解的存在唯一性，比较定理及稳定性等，在更弱条件下，得到了倒向随机微分方程的最大解和最小解的存在性，在此基础之上，给出了在随机控制及效用函数方面的应用；针对第一类方程，同样在较弱条件下，证明了方程最大、最小解的存在性、稳定性、比较定理及其在效用函数的应用。

In this paper, minimum entropy control problem of an important class of nonlinear stochastic systems—Markov chain systems is studied.

本文研究一类重要的非线性随机系统——Markov链系统的最小熵控制问题。

A stochastic model for two phase flow of miscible flooding is built by means of systematical analysis method.

应用系综分析方法建立了两相混相驱替的随机模型，分析了突破时间与孔隙度和渗透率分布之间的关系。

The model adopts the combination of mixed OD distribution and stochastic equilibrium assignment with some technical references of Logit choice model.

考虑到用户的实际出行选择行为，文献[2]研究了单个用户的OD分布与随机平衡分配组合问题。

Computation of Laplace transforms is an important component of multifrac-tal analysis, and the moment generating function for occupation time of stochastic processes is the Laplace transforms of occupation time.

拉普拉斯变换的计算是重分形分析的一个重要组成部分，随机过程逗留时的矩母函数是逗留时的拉普拉斯变换。

The major contribution of this thesis is introduce and develop Moment Generating Function Approach to performance analysis of Arbitrary Stochastic Petri Nets In which firing delays of transitions can be either deterministic or arbitrarily distributed random variable with a moment generating function.

在ASPN中，变迁的激活时延即可以是确知的或具有矩母函数的任意分布的随机变量。

Owing to the complexity of CIMS' missions,the reliability modeling should adapt the production processes accurately.Conventional reliability model method can not reflect the time dynamic behavior of CIMS,so the multitask reliability model based on generalized stochastic Petri nets is established for a CIMS manufacturing shop with multiple missions and the process times of the machines with exponential distributions.Furthermore,analysis of GSPN model based on behavior expression and moment generating function is presented,then can compute the transfer functions.Finally,the multitask reliability can be easily obtained without the reachability graph of Petri nets,which measure can reflect the operating performance of the whole multitask CIMS more intuitively.

CIMS生产的复杂性要求其可靠性模型可以精确地反映生产过程，由于传统的可靠性建模方法无法兼顾CIMS的时间动态特性，所以针对一个复杂的有多个加工任务的CIMS制造单元，由于其机器加工工件的时间均为指数分布，则采用广义随机Petri网进行多任务可靠性建模，在此基础上基于Petri网行为表达式，将矩母函数思想引入其中，不必生成可达标识图就可通过计算模型的传递函数，进而得到整个系统的多任务可靠度，该可靠性指标可以更直观地反映具有多种加工任务的整个CIMS的运行性能。

Disturbing force and moment of shipping produced by random wave are the steady stochastic process, it is a kind of colored noise, but traditional Kalman filter demands that disturb of system is the white noise.

由于随机海浪对船舶的扰动力和扰动力矩是平稳随机过程，它是一种有色噪声，而经典卡尔曼滤波要求系统的干扰是白噪声。

In part 3, utilizing the existing Lipschitz results and the property of Yosida approximation of monotone and continuous function, we prove the existence and uniqueness theorem of a general backward stochastic differential equation with monotone and continuous coefficient.

第三部分在系数仅满足单调连续这样一个新条件下，我们综合运用单调连续函数的Yosida逼近的性质以及Lipschitz条件下的已有结果，证明了一般形式的倒向随机微分方程解的存在唯一性。

They want to know the right Stochastic parameters and the best length of a moving average.

他们想知道正确的随即指标参数，均线参数。

With Death guitarist Schuldiner adopting vocal duties, the band made a major impact on the scene.

随着死亡的吉他手Schuldiner接受主唱的职务，乐队在现实中树立了重要的影响。

But he could still end up breakfasting on Swiss-government issue muesli because all six are accused of nicking around 45 million pounds they should have paid to FIFA.

不过他最后仍有可能沦为瑞士政府&议事餐桌&上的一道早餐，因为这所有六个人都被指控把本应支付给国际足联的大约4500万英镑骗了个精光。