查询词典 stochastic

For example, in mathematical finance, options, as one of financial derivatives, its price can be solved by a backward stochastic differential equation.

比如， 在金融领域，作为金融衍生工具之一的期权，它的理论价格可以用倒向随机微分方程解出。

Moreover, applying the theories of backward stochastic differential equation and partial differential equation, the models have been converted.

并借助于倒向随机微分方程以及偏微分方程的重要理论完成了对模型的转化。

Of statistics to the estimation and hypothesis testing of parameters for stochastic differential equation.

本文由四章构成。第一章给出了本文中主要涉及的定义和定理。

Then the critical value is obtained by the reflected backward stochastic differential equation method.

针对不确定性和不可逆性对投资时机的影响，很多经济学家都做过研究。

By introducing random factors on differential equation, stochastic differential equation is formed.

微分方程反映了系统中的动态变化情况，在实际生产生活中得到了广泛的应用；微分方程的基础上引入随机因素，便形成了随机微分方程。

The algorithm for constructing the approximating model of the Markov chain of an Ito stochastic differential equation is discussed.

探讨了构造伊藤随机微分方程的马尔可夫链近似模型算法。

Chapter 7 of the dissertation compares two type of models from the perspective of stochastic differential equation and persistence, and supplies corresponding proof of mathematics.

论文还从持续性的角度比较了两类波动模型的之间的对应关系，并给出了相应的数学证明。

Applications of Backward Stochastic Differential Equation and Nonlinear Expectations: Risk Measure, Option Pricing and Estimation of Evaluation Mechanism

论文标题：倒向随机微分方程和非线性期望在金融中的应用：风险度量，定价机制的估计以及期权定价

The best research tool for the problem of option pricing is backward and forward-backward stochastic differential equation .

简要地介绍了倒向和正倒向随机微分方程在数学金融学的研究中所起的作用。

The stochastic differential equation for structures with parametric and external excitations is established by using a concise derivation methods.

本文对单自由度结构在水平与竖向地震同时作用下的随机地震响应问题进行了系统研究。

The split between the two groups can hardly be papered over.

这两个团体间的分歧难以掩饰。

This approach not only encourages a greater number of responses, but minimizes the likelihood of stale groupthink.

这种做法不仅鼓励了更多的反应，而且减少跟风的可能性。