查询词典 stochastic

The weather and climate comply with the fluid dynamical equation and appear stochastic. In order to explore the relationship between weather and climate, the fractional derivative and integration are introduced. Physically, the stochastic degrees of weather and climate are different.

天气和气候虽然遵从流体力学规律，但是却显示出随机性，研究天气和气候之间的关系必须引入分数阶的导数和积分，从物理上讲不外乎说明天气和气候的随机程度是不相同的。

SPNAnalyzer software system has a very friendly man-machine interaction interface, so the visualized modeling of stochastic Petri net is very intuitional and convenient. The response and handling of the Windows messages is extended to the graph tool module, so it is very easy to maintain. The class design of the element object module and the graph tool module guarantees the expansibility of the system. The crucial technologies including the reachability set algorithm of the stochastic Petri net model, the constitution of the homogeneous Markov chain, and the computation of the steady state probability are implemented. The design of the data structure adopts the linked list, so the execution of the algorithms is very efficient.

SPNAnalyzer软件系统具有非常友好的人机交互界面，使可视化的随机Petri网建模变得非常直观方便；将各种Windows消息的响应和处理延伸至图形工具模块，使系统的维护变得容易；元素对象模块和图形工具模块的类的设计使系统的可扩展性很好；实现了随机Petri网模型的可达集生成算法和同构马尔可夫链的构造及其稳定状态概率的求解等关键技术；数据结构的设计采用链表的形式，使各种算法都具有较高的执行效率。

The computation of the infinitesimal generator matrix of the stochastic marking process underlying the First order FSPN model is described, which accounts for the transition rates among discrete tangible states. After that the transient state and steady state equations for the probability density functions describe the stochastic marking process are presented.

在说明了一阶流体随机 Petri 网随机标识过程在离散实存状态空间的转移速率矩阵等的计算方法后，给出了描述随机标识过程状态的概率密度函数在暂态和稳态情况下满足的方程。

This dissertation focuses on the vector stochastic integral and its applicationsto mathematical finance. We first conduct a comprehensive study on VSI and provide aneconomical justification on the question of why VSI is more suitable than the component-wise stochastic integral for mathematical finance.

本论文以向量随机积分为主线，首先较为系统地研究了向量随机积分，给出了在金融数学中使用向量随机积分较之使用按分量的随机积分更合理的经济学解释。

In our thesis, contents are organized as following In Chapter 1 we present our topic's internal and overseas research situations, theoretical and practical significance, and introduce the research object and contents, and the main contributions of this dissertation. Chapter 2 reviews the development of the stability results for nonlinear systems and some relevant recent results, which include Lyapunov and LaSalle-Yoshizawa theorems for nonlinear systems, and stochastic edition for stochastic nonlinear systems. Sontag's formula for systems affine in control is presented in the frame of CLF. The concepts of disturbance attenuation and the inverse optimality are also explained in this Chapter. In chapter 3 we present the solvable theorem of inverse optimal gain assignment problem, design the inverse optimal controller and the inverse optimal tracking controller for strict-feedback nonlinear continuous systems with unknown time-varing bounded disturbances and constant unknown parameters using an adaptive backstepping algorithm, which are nonlinear, continuous and are easier to realize. These designs are fully systematic and the algorithm can be directly coded in symbolic software. The results of simulation show the effectiveness of the control algorithms.

论文的结构如下：在第1章中，给出了本文研究课题的研究现状、理论意义和实际应用，并介绍了本文的研究对象、研究内容以及主要贡献；在第2章中，针对确定性非线性系统和随机非线性系统，分别介绍了Lyapunov定理、LaSalle-Yoshizawa定理及其随机版本；对仿射系统，在控制Lyapunov函数框架下，给出了Sontag公式；同时给出了非线性系统扰动抑制和逆最优控制问题的基本概念；在第3章中，针对具有未知时变有界扰动和未知定常参数的一类不确定非线性系统，给出并证明了逆最优增益配置可解定理，使用自适应Backstepping算法和均值定理，系统地设计了自适应逆最优控制器和逆最优跟踪器，这种设计方法可同时获得逆最优控制策略和自适应律，简单明了，仿真结果表明该控制算法的有效性，并给出了性能估计。

In Chapter 3 the stability of Ito stochastic systems and delay stochastic systems are investigated.

在第三章研究Ito型随机系统及滞后随机系统的稳定性问题。

The stochastic-type Lasalle theorem is an important tool for investigating the stability of stochastic systems.

随机型的Lasalle定理是研究随机系统的稳定性的重要理论工具。

OD estimation was divided into fixed steps, with every step containing a bi-level programming. The upper-level problem was a generalized least squares estimator, while the lower level problem was a stochastic user equilibrium model. Namely, based on generalized least squares estimator and stochastic user equilibrium, a new estimator of the OD matrix was proposed by target matrix and traffic counts updating.

将OD估计分为固定的步数，每一步都是一个双层规划，上层为广义最小二乘估计，下层为随机用户均衡分配模型，即以广义最小二乘估计和随机用户均衡分配模型为基础，通过更新估计模型中目标矩阵和实测路段上的流量来估计OD矩阵。

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。

The dynamic characteristics of stochastic truss structures and stochastic frame structures are analyzed by using Random Factor Method. Then, from the expressions of structural random response of the frequency domain, the computational expressions of the mean value, variance and variation coefficient of the mean square value of the structural displacement and stress response under the stationary random excitation or non-stationary random excitation are developed by means of the random variable's functional moment method and the algebra synthesis method.

考虑压电智能桁架结构物理参数、几何参数、结构阻尼和外荷载、闭环系统控制电压分别或同时为随机变量，构建了结构在随机力作用下的动力响应分析模型，提出了求解方法，推导出结构动力响应随机变量的数字特征计算表达式，通过算例验证了所建模型和所提求解方法的正确性和有效性。

Neither the killing of Mr Zarqawi nor any breakthrough on the political front will stop the insurgency and the fratricidal murders in their tracks.

在对危险的南部地区访问时，他斥责什叶派民兵领导人对中央集权的挑衅行为。

In fact,I've got him on the satellite mobile right now.

实际上 我们已接通卫星可视电话了