連續隨機過程 的英文怎麼說

中文拼音 [liánxùsuíjīguòchéng]
連續隨機過程 英文
continuous random process
  • 連 : Ⅰ動詞1 （連接） link; join; connect 2 （連累） involve （in trouble）; implicate 3 [方言] （縫） ...
  • 續 : Ⅰ形容詞（連接不斷） continuous; successive Ⅱ動詞1 （接在原有的后頭） continue; extend; join 2 （...
  • 隨 : Ⅰ動詞1 （跟; 跟隨） follow 2 （順從） comply with; adapt to 3 （任憑; 由著） let （sb do as he li...
  • 機 : machineengine
  • 過 : 過Ⅰ動詞[口語] （超越） go beyond the limit; undue; excessiveⅡ名詞（姓氏） a surname
  • 程 : 名詞1 （規章; 法式） rule; regulation 2 （進度; 程序） order; procedure 3 （路途; 一段路） journe...
  • 連續 : continuation; succession; series; continuity; continuing; running; continuous; successive; contin...
  • 隨機 : random stochasticrandom
  • 過程 : process; procedure; transversion; plication; course
  1. The continuity and unigueness of the solution for the simultaneous equations of a class of gaussian diffusion process and analysis of consistency

    隨機擴散過程方程組解的連續惟一及相合性分析
  2. The kalman filter is introduced and explored by assimilating sea temperature observations into one - dimensional numerical temperature model, which is decomposed into two parts, one part is the certain, the other is the random. then a data assimilation model is set up, it can assimilate sea temperature continuous observations data

    在此基礎上，利用kalman濾波原理，以一維海溫垂直分佈的數值模式為例，通過對原模式進行分解，得到確定性模式和隨機過程兩部分，繼而建立了一個可同化海溫連續觀測資料的數據同化模式。
  3. This article analyses the signal characteristics of several typical cw radars, and presents the principle and application of doppler radar. as one focal point, this article researches the generation and math characteristics of pseudorandom code modulated signal, analyses the spectrum of pseudorandom code phase modulation radar signal, and presents this kind of signal ' s application in distance and speed measurement. this article also researches the application of mono - pulse amplitude comparison radar in angle measurement finally, this article elaborates the working process of crs in uast

    本文分析了幾種典型的連續波雷達信號的特性，介紹了多普勒雷達的原理和應用；研究了偽隨機編碼信號的產生和數學特徵，著重分析了偽碼調相連續波雷達信號的頻譜，及其在雷達測距、測速方面的應用；研究了單脈沖幅度比較體制在雷達測角中的應用；最後，闡述了超近反導系統中復合體制雷達的工作過程。
  4. This part mainly discusses the statistical distribution of the price and the returns rate, including random process and the returns rate model, gaussian process, measuring returns rate with discrete random process, white noise process, auto regression process, moving average process, auto regression moving average process, random walk, continuous random process, leptokurtic distribution, conditional mixed distribution, garch model and fractal distribution

    在這一部分中，我們主要討論價格和收益率的統計分佈：隨機過程和收益率模型、高斯過程、收益率計量中的離散隨機過程、白噪聲過程、自回歸過程、移動平均過程、自回歸移動平均過程、隨機行走、連續隨機過程、尖峰分佈、條件混合分佈、 garch模型以及分形分佈。
  5. In the 3rd section we introduce how to use mathematical model to study financial problems, whose assets running on mixed jump - diffusion process, first we get the famous non - linear feynman - kac formula by fbsde, then let the solution of the bsde be a investor ' s utility function, and it ' s the so - called recurse utility function. second, we can prove that this utility function is a continue viscosity solution of the variation inequality which we get above, and we get the comparison theory. third we can use the result to financial market to study the optimal consumption and portfolio problem or evaluate the american option

    第三章介紹了利用金融資產價格運行基於復合跳躍? ?擴散過程的數理模型來研究金融經濟問題，通過結合運用正倒向隨機微分方程，推導得到著名的非線性feynman - - kac公式，並且將相應的倒向隨機微分方程的解記為投資者的值函數，這也就是通常所說的效用值函數；接著我們可以證明此效用值函數為某一偏微積分變差不等式的連續粘性解，並且得到了比較原則；這些結果可以應用到金融領域用於消費投資組合的選擇或是美式期權的估值。
  6. On the assumption of continuous dividend of shares award, we ' ll establish such a model in the way that continuous dividend rates is attached to shares option pricing in jump process and work out the formula of average relationship between the rising and falling option and european rising option pricing all through martingale theory and stochastic analysis

    摘要假定在股票支付連續紅利率的情況下，我們將建立支付連續紅利率服從跳過程的股票期權定價模型，並利用鞅論和隨機分析的方法給出歐式看漲期權定價模型及看漲和看跌期權的平價關系式。
  7. The class of systems is a hybrid class of systems with two components in the vector state. the first component refers to the mode and the second one to the state. the mode is described by a continuous markov process with finite state space

    這類系統是一類混合系統，由兩部分構成，第一部分是系統的模式，第二部分是系統的狀態，模式可以用連續時間離散狀態的markov過程來描述，在每一個模式中，狀態可由一個隨機微分方程表示。
  8. Moreover, the special expression of the moment, the second moment and variance with de moivre ' s death rate were given. finally, considering abrupt event ' s effect on interest, we established the models of the random rate of interest jointly by gauss process and poisson process, wiener process and poisson process or o - u process and poisson process, also gave the moment, the second moment and variance of the payable present value under the three cases. moreover giving the special expression of the moment, the second moment and variance with de moivre ' s death rate

    對于連續型情況，隨機利率分別採用gauss過程、 wiener過程和o - u過程建模，分別給出了給付現值的一、二階矩和方差，並在demoivre死亡律假設下得到了矩的簡潔表達式；考慮到突發事件對利率的影響，又對隨機利率採用gauss過程、 wiener過程和o - u過程分別與poisson過程聯合建模，分別給出了給付現值的一、二階矩和方差，並在demoivre死亡律假設下得到了矩的簡潔表達式。
  9. We use a finite difference method to solve pb equation and incorporate the solution into sd simulation, which is called as fdsd simulation procedure and developed by our group before. the solvent is considered as a continuum in fdsd simulation procedure, which gained success in simulation of smaller proteins

    本課題組以前已把用有限差分方法求解pb方程的方法與隨機動力學相結合，得到fdsd模擬程序， fdsd模擬方法在動力學模擬過程中把大量的水分子代之以連續介質。
  10. In continuous - lime framework, assuming that asset price follows stochastic diffusion process, it introduces parametric uncertainty, and applies stochastic dynamic programming to derive the closed - form solution of optimal portfolio choice, which maximizes the expected power utility of investor ' s terminal wealth ; in discrete - time framework, continuous compounding monthly returns of risky asset are assumed to be normal i. 1. d., it applies the rule of bayesian learning to do empirical study about two different sample of shanghai exchange composite index

    在連續時間下假設資產的價格服從隨機擴散過程，引入參數不確定性，利用隨機動態規劃方法推導出風險資產最優配置的封閉解，使投資者的終期財富期望冪效用最大；在離散時間下假設風險資產的連續復合月收益率服從獨立同分佈的正態分佈，通過貝葉斯學習準則，以上證綜合指數不同區間段的兩個樣本做實證研究。
  11. It is proposed to capture multivariate dynamic behavior of process and quality measurements, both in time and batch - to - batch senses, from identified stochastic state - space model of the cooking process

    建模過程不是獨立的考慮單個批次，而是從連續批次這個整體上考慮辨識一個批間相關的隨機狀態空間模型，利用模型對蒸煮批次整體的運行情況進行質量控制和監控。
  12. Abstract : the most critical task in designing a model based on predictive controller is identifying a reasonably good process model. the identification model of mould level of a continuous casting line in a steel plant is very difficult. due to the extremely high stochastic disturbance level, well - known parametric identification methods using random step function, prbs or stochastic test inputs are not successful. the present method based on orthogonal test inputs gives satisfactory results

    文摘:在設計一種基於預測控制器模型時，最關鍵的工作是識別一個合理可靠的過程模型.在鋼鐵廠的連續鑄造線上識別鑄模液位模型是很困難的，由於極高的隨機干擾水平，使得眾所周知的隨機階躍函數， prbs或隨機試驗輸入等參數識別方法都以失敗告終.而本文介紹的基於正交檢測的方法給出了令人滿意的結果
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