1、

The pricing model does not require a perfect market hypothesis. Continuous time interest rates follow mean-reverting process of square root. Incomplete market pricing model assumes that the rick free asset subject to stochastic processes and risk asset follows the geometric Brown motion.

区间定价模型不要求完美市场的假设,连续时间假设利率服从均值回复的平方根过程,不完全市场定价模型假设无风险资产服从随机过程且风险资产服从几何布朗运动。

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2、

The parameters of random model of ground motion given in this study provide relatively reliable and accurate earthquake motion input for stochastic seismic response analysis of structures.

最后给出了规范各种工况下的地面加速度功率谱参数值,为随机抗震计算分析提供了依据。

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3、

As we all known, Brownian motion is an important type of stochastic process.

我们大家都知道,布朗运动是一类很重要的随机过程。

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4、

Pricing on European contingent claim with stochastic life under fractional Brownian motion environment

分数布朗运动环境下具有随机寿命的欧式未定权益的定价

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5、

Stochastic resonance in two-dimensional Brownian motion in the weak noise limit

弱噪声极限下二维布朗运动的随机共振现象

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6、

Stochastic field model for seismic ground motion theory and application

地震动随机场模型的理论及应用

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7、

Practical Ground Motion Power Spectrum Model for Stochastic Seismic Analysis of Engineering Structures

工程结构抗震分析的实用地震动功率谱模型

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8、

Equation of motion of LRB structures to multiple excitations is derived, the stochastic equivalent linearization method is used to ( linearize) the equation of motion.

推导了LRB隔震结构多点激励运动方程,并运用随机等价线性化方法以计入铅芯橡胶支座(LRB)的滞回非线性性能。

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9、

Existence and Uniqueness of Solutions for the Wick-type Integration Stochastic Differential Equations Driven by Fractional Brownian Motion

流体动力学微分方程基于分数布朗运动的Wick型积分随机微分方程解的存在唯一性

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10、

In this dissertation, on the basis of the stochastic integral theory of the fractional Brownian Motion, we studied fractional Black-Scholes Model of mathematical finance with arbitrary Hurst parameter are studied systematically and comprehensively.

本文在分数次布朗运动的积分理论的基础上,对数学金融的具有任意Hurst参数的分数次Black-Scholes模型进行了全面系统的研究。

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11、

However, the tangential motion of the fluid in the smooth tube was only stochastic, and the tangential velocity was smaller by two orders of magnitude.

而光管内流体的流动只有随机的切向运动,且其切向速度要比扭带管内的切向速度小2个数量级;

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12、

therefore, researchers introduced another stochastic source, jump, which is totally different from brownian motion.

为了弥补该模型的缺陷,研究者们引入了跳跃这一不同于布朗运动的随机源。

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13、

In the first part, a standard Brownian motion processes X ( t) is taken as a basic processes, and we shall deal with stochastic Processes f ( X ( t)) that are transformed by Borel measurable function f satisfying certain conditions.

首先,取标准布朗运动过程X(t)为基础过程,然后用满足一定条件的Borel可测函数f,把X(t)进行变换而得到新的随机过程f(X(t))。

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