piecewise constant function 中文意思是什麼
piecewise constant function
解釋
分段常數函數-
This thesis has studied the dynamic features of a class of the discrete - time neural network model of two neurons, such as the convergence and periodicity and etc. the function of the neuron signal transmission in this model, which belongs to three piecewise constant argument, indicates the following charactersif the signal of one neuron on the network is active between a and b, it will produce invariable encouragement effect on another neuron ; if the signal of one neuron is lower than a, it will produce invariable restrain effect on another one, if the signal of one neuron is higher than b, it will produce no effect on another one
本文研究了一類二元離散人工神經網路模型的解的收斂性及周期解的存在性等動力學特徵。該模型的神經元信號傳遞函數是三段常數不連續函數。這種信號傳遞函數表明如果某神經元的信號在a與b之間活躍，則它對另一個神經元產生恆定的激勵效果，如果某神經元的信號低於a ，則它對另一個神經元產生恆定的抑制效果，如果某神經元的信號高於b ，則它對另一個神經元不產生作用。 -
Underlying the assumption that the stock price accords with the model of the stock price fluctuating sources, by comprehensivily applying the stochasitic differential theory and no - arbitriagc thcory, this paper, under the conditions that the risk - free rate r is constant or ito stochasitic process, successively works out the option pricing about the stock price model with that the short - term profit function is piecewise lecture function arid that one with that the short - term profit function is possion jump process, derivats counterpart partial differential equation of option pricing. the outcome states : 1. when the short - term profit function is unusual flunctuating sources bring out a piecewise lecture function, this amendment on the lognormal distribution model does not improve the option price, because this partial differential equation of option pricing is the same one underlying the lognormal distribution model ( see equation 2. 14 )
本文基於股價符合波動源模型的假設，綜合運用隨機微分理論等數學原理和無套利理論等金融理論，依此對短期收益率函數為分段階梯函數和possion跳躍過程的股價波動源模型分別在無風險利率是常數和隨機過程的條件下作了期權定價，推導出了相應的期權定價偏微分方程，結果表明： 1 、由異常波動源帶來的短期收益率函數是分段階梯函數時，這種對股價對數正態分佈模型的修正不能改善期權價格，因為基於這種模型的期權定價偏微分方程與基於股價對數正態分佈模型的期權定價偏微分方程完全相同（見方程2 . 14 ） 。
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