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连续随机过程

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Institute of Statistics and Actuary, Shandong Economic UniversityAbstract We consider the risk process perturbed by diffusion under interest force in this article. The integral expressions, continuities, twice continuous differentiability and integro-differential equations about $F_{\delta}$, the distribution of the surplus immediately before ruin, and $H_{\delta}$, the joint distribution of the surplus immediately before ruin and the deficit at ruin are obtained.

我们考虑既带有随机干扰又带有确定投资回报的风险过程,得到了破产前瞬间盈余的分布$F_{\delta}$及破产前瞬间盈余和破产时赤字的联合分布$H_{\delta}$所满足的积分表达,连续性及二次连续可微性和积分--微分方程。

It mainly carries on the continuous process stochastic differential equation discretization of the research.

技术上的思想主要是将连续过程的随机微分方程离散化来进行研究。

simultaneous annealing ; golbal optimization ; continuous variable

我们将该方法应用到连续变量非线性最优化问题,这时随机搜索算法一般都采用大范围的粗略搜索与局部的精细搜索相结合的搜索策略,这种搜索策略的基本思想是,在搜索过程的初始阶段找到全局优解所在的一个局部区域,然

The nonlinearity and discrete gradient inherited in CAViaR model is a conundrum for parameter estimation. We take the asymmetric Laplace distribution with scale parameter as the error process; indicate the variance has a minimum positive value when the scale parameter is a constant, conflicting with the distribution of real financial data. Further we estimate the parameters of indirect TARCH-CAViaR model base on Bayesian framework and Markov chain Monte Carlo method. The optimal scale parameter can also be obtained by Markov chain Monte Carlo method.

CAViaR一般模型中递归分位回归方程的非线性和非连续可微性是参数估计的一个难题,基于含有尺度参数的不对称拉普拉斯分布作为误差过程,指出将尺度参数固定为常数会导致不对称拉普拉斯分布随机变量的方差存在最小正值的限制,与实际金融数据分布不符;进而提出采用贝叶斯分析和马尔科夫链蒙特卡罗模拟方法,估计间接TARCH-CAViaR模型的参数,并可获得尺度参数的合理估计。

This paper sets up a random model of interest rate in continuous time by regarding force of interest as a wiener process.

本文将利息力视为一个带漂移的Wiener过程,建立了连续时间情形下随机利息的一个模型,并在此模型下研究了几个寿险精算模型。

Nevertheless, the 3D-FEM based buffeting analysis will not only lead to the solution of high degree random differential equations, but also require to deal with wind-force spectrum matrix with very high degrees.

但按三维有限元方法进行抖振分析时,不但要面临高阶随机振动微分方程的求解,而且在将连续型的抖振力风荷载离散化的过程中,还要处理阶数很高的风功率谱。

Fourthly, the concentration processes for liquid membrane separation are studied. The feed tank levels are difficult to be tracked efficiently in the random-rinsing and continuous-discharging nanofiltration process.The tracking control of feed tank levels is improved by the selective control and the transparent predictive functional control.

针对液体膜分离浓缩过程采用纳滤随机清洗连续排料操作方式时原料罐液位的不能有效跟踪控制问题,提出了原料罐液位的选择性控制及以预测函数控制PFC为监督层、常规PID为控制层的透明控制结构,实现了以常规PID为基础控制、PFC为设定值给定的原料罐液位的跟踪控制。

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On the other hand, the more important thing is because the urban housing is a kind of heterogeneity products.

另一方面,更重要的是由于城市住房是一种异质性产品。

Climate histogram is the fall that collects place measure calm value, cent serves as cross axle for a few equal interval, the area that the frequency that the value appears according to place is accumulated and becomes will be determined inside each interval, discharge the graph that rise with post, also be called histogram.

气候直方图是将所收集的降水量测定值,分为几个相等的区间作为横轴,并将各区间内所测定值依所出现的次数累积而成的面积,用柱子排起来的图形,也叫做柱状图。

You rap, you know we are not so good at rapping, huh?

你唱吧,你也知道我们并不那么擅长说唱,对吧?