stochastic point process 中文意思是什麼
stochastic point process
解釋
隨機點過程- stochastic : adj. 1. 機會的；有可能性的;隨便的。2. 【數學】隨機的。
- point : n 1 尖頭，尖端；尖頭器具；〈美國〉筆尖；接種針，雕刻針，編織針；小岬，小地角；【拳擊】下巴。2 【...
- 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...
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To begin with, we point changes of martingale measures can be replaced by the choice of numeriare, and improve the price process of the replicatable contingent claims is independent of the changes of numeriare, for a market under semimartingale model. and, we give the valuation of the options in a stochastic interest rate model, by choosing a special numeriare
首先，在半鞅模型下討論公平市場中期權定價和記帳單位的選擇之間的關系，得到等價鞅測度的變換可以通過記賬單位的選擇來代替以及期權定價與記帳單位選擇無關的結論，並將結果應用於隨機利率模型中的期權定價 -
By virtue of the stochastic bifurcation theory, the transition of the atom movement at a crack tip in fatigue damage system is investigated. using the singular point theory of one - dimensional diffusion process and the stochastic averaging approach of energy envelope, a micro - model to describe the atom movement at the crack tip in homoclinic bifurcation fatigue damage system, which is in the presence of stochastic perturbation, is established. after the study on the characteristic of the diffusion exponent, the drift exponent and the character exponent of the fatigue damage diffusion process on singular boundary, the bifurcation behavior of a homoclinic bifurcation fatigue damage system, which is in the presence of parametric white noise, is examined
採用隨機分叉理論，探討疲勞損傷系統裂尖粒子運動性質突變.利用一維擴散過程的奇點理論，並結合能量包絡的隨機平均法，建立了隨機擾動的疲勞損傷同宿分叉系統裂尖粒子運動模型，通過研究奇異邊界的擴散指數、漂移指數以及特徵指數特性，考查疲勞損傷裂尖粒子運動的同宿分叉系統受參激白噪聲影響的分叉行為
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