discrete stochastic process 中文意思是什麼

discrete stochastic process 解釋
離散隨機過程
  • discrete : adj. 1. 分離的，分立的；顯然有別的。2. 不連續的；【數學】離散的；【哲學】抽象的 （opp. concrete）。adv. -ly
  • stochastic : adj. 1. 機會的；有可能性的;隨便的。2. 【數學】隨機的。
  • process : n 1 進行，經過；過程，歷程；作用。 2 處置，方法，步驟；加工處理，工藝程序，工序；製作法。3 【攝影...
  1. It is proved that the investment decision - making process which is described by general backward stochastic differential equations ( bsdes ) can be approached by discrete investment

    摘要證明了一般的倒向隨機微分方程所描述的投資決策過程可用離散的投資決策過程進行逼近，並給出了逼近誤差的估計。
  2. Discrete stochastic process

    離散隨機過程
  3. 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。
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