stochastic differential equation 中文意思是什麼

stochastic differential equation 解釋
隨機微分方程式
  • stochastic : adj. 1. 機會的；有可能性的;隨便的。2. 【數學】隨機的。
  • differential : adj 1 差別的，區別的；特定的。2 【數學】微分的。3 【物、機】差動的，差速的，差示的。n 1 （鐵路不...
  • equation : n. 1. 平衡，均衡；平均，相等。2. 【數學】方程式，等式。3. 【天文學】（時）差；均分，等分。4. 【化學】反應式。
  1. The stochastic transport model that used in heterogeneous media is described and compared with the traditional differential equation model

    介紹了可動不可動水體模型並討論了其相關參數的影響因素。
  2. Under the most elementary conditions for backward stochastic differential equation introduced by peng s., we put forward and prove a general converse comparison theorem

    摘要在由彭實戈引入的倒向隨機微分方程的最基本的條件下，提出並證明了一個一般的反比較定理。
  3. Under the most elementary conditions for backward stochastic differential equation ( bsde in short ) introduced by peng s g, a new converse comparison theorem for bsdes has been proved in this paper, based on investigating the relations between the generator and the solutions of bsdes

    摘要通過研究倒向隨機微分方程的解與其生成元的關系，在由彭實戈引入的倒向隨機微分方程的最基本的條件下，證明了一個反比較定理。
  4. Since the project profits, the underlying assets, could become negative, a strategy of dividing the profits into the price and the cost is adopted to reduce the three uncertain factors to two. and then the stochastic partial differential equation is derived to satisfy the real options price that is induced by two underlying assets

    針對項目收益即標的資產不滿足恆正的問題，提出價格與成本分離的對策，把三種不確定因素簡化成兩種不確定因素，進而推導出源於兩種標的資產的實物期權價格所滿足的隨機偏微分方程。
  5. Based on the study of strength degradation of material in the fatigue process, a strength degradation model is proposed. a stochastic differential equation, which controls strength degradation, is obtained from the model randomized by markov process. by using the theory of stochastic, the distributions of residual strength at any given lifetime and lifetime of any given residual strength are attained. under a few suitable hypotheses, inverse gaussian distribution of fatigue life is derived, and verified by means of experimental data. the result shows that the model and the method are reasonable

    在研究疲勞過程中材料強度退化規律的基礎上，建立了一個強度退化模型.對其進行隨機化處理，得到控制強度退化過程的隨機微分方程.在一定假設條件下，獲得了剩餘強度概率密度函數的封閉解，並推導出疲勞壽命的反高斯分佈形式.給出一種考慮損傷狀態對隨機漲落影響的近似處理方法.與試驗數據的比較結果表明，本文的模型和方法是合理的
  6. It also studies the problem of real option pricing when the underlying assets follow the pure jump poisson, mixed jump - diffusion merton and mean - reversion model, and obtains the price formula or partial differential equation to price and hedge the real option. when the value of real option can not separate from the value of project, or the uncertainties are endogenous to real option holder, it is difficult to pricing the real option by the ways of no - arbitrage. in this paper we present a approach named valuation with comparison, its basic point is to value the project or program with flexibility by means of decision tree analysis ( dta ) and stochastic dynamic programming ( sdp ), and the results are compared with that of non - flexibility, finally,

    當實物期權的價值不能從項目價值中分離出來，或者影響基本資產價格的不確定性內生於期權的持有者時，此時實物期權的價值一般難以直接利用無套利方法得到，本文通過對現有文獻進行歸納，提出一種比較定價法，其基本要點是利用決策樹、動態規劃法或二叉樹模型等技術來確定嵌有柔性的項目或方案的價值，然後將其與沒有柔性的項目或方案進行比較，從而獲得各種柔性的價值，作為這種方法的一個應用，本文研究了柔性勞動合約的設計與定價問題，研究表明，對企業重要員工採用長期勞動合約，而對一般員工採用短期合約可以節約勞動力使用成本。
  7. An almost surely continuous property on solutions of backward stochastic differential equation

    幾乎處處意義下倒向隨機微分方程解對終值的連續性
  8. Otherwise, this method was applied into solving burgers equation, and the numerical results show that it is a prospective numerical method for nonlinear partial differential equation. e. lastly, the wavelet stochastic finite element method for a stochastic model of soil erosion in a rill was proposed

    第五、將隨機有限元方法和小波精細積分法相結合提出了對細溝侵蝕模型的統計特性進行分析的小波隨機有限元方法。
  9. The unified differential equation is developed after making the stochastic excitation and observation noise be of equal dimensions

    將隨機輸入和觀測噪聲等維化處理后，建立了結構振動及其控制系統差分方程的統一模式。
  10. In this note, we give the detail proofs of time - homogeneity of the solution of backward stochastic differential equation ( bsde in short ) and their explanations in financial market

    摘要本注記在一定條件下證明了倒向隨機微分方程（簡記為bsde ）的解滿足時齊性，並給出其在金融市場中的解釋。
  11. For a class of special stochastic delay differential equations, i. e. the stochastic delay differential equation with small noise, the exacter order of convergence is obtained and it shows that the euler method nearly converges with the order 1

    針對一類特殊的方程即小噪聲隨機延遲微分方程，給出其歐拉方法更精確的收斂階，表明歐拉方法是近似1階改斂的。
  12. 4. after changing the short - term profit function to possion jump process, in the view of that the derivated partial differential equation of the option pricing which different from black - scholes partial differential equation still is that interest rate is constant ( 4. 2 ), the model which does not accord with the real market under the assumption. at last, we derivat a new model of option pricing whoso profit rate is possion jump process under stochastic interest rate ( 5. 13 ), this model not only changes the form of the short - term profit function of the stock price model and avaids the simplization of the profit rate function the unusual flunction sources bring about, but also relaxes the basis assumption of black - scholes option pricing model and makes that the partial differential equation builds the foundation which even approaches the actual market

    4 、將短期收益率函數由確定函數修改為possion跳躍過程后，文[ 15 ]推導出的期權定價偏微分方程（見方程4 . 2 ）雖然推廣了black - scholes期權定價偏微分方程，但此時依舊假設利率是常數，這與實際生活中的不符，我們研究了一個隨機利率下短期收益率函數是possion跳躍過程的期權定價模型（見5 . 13 ） ，該模型既改變了股票價格波動源模型中短期收益率函數的形式，避免了異常波動源帶來的收益率函數的簡單化。
  13. Abstract : based on the study of strength degradation of material in the fatigue process, a strength degradation model is proposed. a stochastic differential equation, which controls strength degradation, is obtained from the model randomized by markov process. by using the theory of stochastic, the distributions of residual strength at any given lifetime and lifetime of any given residual strength are attained. under a few suitable hypotheses, inverse gaussian distribution of fatigue life is derived, and verified by means of experimental data. the result shows that the model and the method are reasonable

    文摘:在研究疲勞過程中材料強度退化規律的基礎上，建立了一個強度退化模型.對其進行隨機化處理，得到控制強度退化過程的隨機微分方程.在一定假設條件下，獲得了剩餘強度概率密度函數的封閉解，並推導出疲勞壽命的反高斯分佈形式.給出一種考慮損傷狀態對隨機漲落影響的近似處理方法.與試驗數據的比較結果表明，本文的模型和方法是合理的
  14. Stability of a neutral stochastic functional differential equation

    隨機中立型泛函微分方程的穩定性態
  15. In the case of white noise, we research the system stochastic differential equation and fokker - planck ( fpk ) equation detailedly. the mechanism of sr is re - explained by system response speed and a new method is introduced, i. e., psr theory and method. it is shown that the output signal - to - noise ratio ( snr ) obtained by adjusting systems parameters can exceed that by turning noise intensity, especially when the input noise intensity has already been beyond the resonance region or point

    在白噪聲假設下，以系統隨機微分方程和其概率密度滿足的fpk方程為基礎，本文詳細地探討了非線性雙穩態信號處理系統輸出的數字特徵，引入了系統響應速度，重新解釋了隨機共振現象產生的機理；通過系統參數調節，而不是調諧噪聲來產生隨機共振現象，提出了參數調節隨機共振理論和方法。
  16. From the optimal solution of a stochastic differential equation based on the option theory in financial economics, it derived the optimal timing for china ' s entry into the wto and discussed what factors that may speed up or slow down the entry

    通過求出該隨機問題的最優解，從而得出中國加入世貿的最佳時機，同時也討論了加快或減慢中國入世的相關因素。
  17. Study on a stochastic differential equation

    一個隨機微分方程的研究
  18. A note on the solution of backward stochastic differential equation

    關于倒向隨機微分方程解的一點注記
  19. Exponential stability of stochastic differential equation with time - varying delay

    變時滯隨機微分方程的指數穩定性
  20. This method is based on ito stochastic differential equation which provides the statistical characteristic of the state variables

    此研究方法是以伊藤隨機微分方程式為主。
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