stochastic differential 中文意思是什麼

stochastic differential 解釋
隨機微分
  • 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...
  1. The equations of the mean value functions and the covariance functions are established for dynamical systems whose inputs are fuzzy stochastic processes. an existence and uniqueness theorem of ito fuzzy stochastic differential equations is proved, some explicit representations of solutions and the equations of statistical characteristics are deduced for linear fuzzy stochastic differential equations, and numerical methods to nonlinear fuzzy stochastic differential equations are proposed, the conditions for stability and observability of fuzzy linear systems are derived. the kalman filter algorithms of linear fuzzy stochastic systems are brought forward

    主要成果包括：提出了模糊隨機變量協方差和反向協方差的概念；研究了二階模糊隨機變量的均方收斂性，並在此基礎上得到了均方模糊隨機分析、平穩模糊隨機過程及其譜分解的若干定理；根據均方模糊隨機分析理論，得到了輸入為模糊隨機過程的線性系統的輸出輸入統計特徵關系方程；證明了ito型模糊隨機微分方程解的存在唯一性，並給出了ito型線性模糊隨機微分方程解的表達式，統計特徵方程以及非線性模糊隨機微分方程的數值解法；得到了模糊線性系統的穩定性和可觀性條件、線性模糊隨機系統統計特徵方程和線性模糊隨機系統的kalman濾波演算法；研究了當觀測值是模糊數據時，線性回歸模型的建立。
  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. By solving the stochastic differential equations describing the noise performance of the cmos gilbert mixer, the time - varying power spectral density of its output noise at high frequencies is given

    通過求解描述cmosgilbert型混頻器噪聲性能的隨機微分方程，本文給出了該類型混頻器高頻輸出噪聲的時變功率譜密度。
  5. When the parameters of a tagaki - sugeno ( t - s ) fuzzy system are perturbed with random noise, the system turns to be a stochastic t - s system. essentially, it is a nonlinear stochastic differential system. the second part of the dissertation focuses on the stability analysis and control of the stochastic t - s systems

    設控制對象是用tag山一sugeno （ t . s ）模糊模型表示的非畢蜂琴攀{當模型參姆到統計特徵已知的瞰嗓桿擾吟一就成為一個瞬娜咚模糊模型，本質上它是一個非線性隨機微分系統。
  6. 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。
  7. 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
  8. The well - posedness of time - delayed forward - backward stochastic differential equations is studied. by the method of continuation, the existence and uniqueness of such equations are proved under some monotonicity conditions

    摘要研究了帶時滯正倒向隨機微分方程的適定性問題。應用連續性方法，在一定單調性條件下證明了帶時滯正倒向隨機微分方程解的存在唯一性。
  9. 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
  10. Therefore, basic methodologies for stochastic seismic and filtering responses of nonlinear structure are studied, the approximate solution methodologies and their practical applications are investigated in the dissertation employing equivalent linearization and moment equations method based on fpk equations and ito stochastic differential equations

    因此，本文基於fpk方程和伊藤隨機微分方程，研究了滯后結構物的隨機地震反應和隨機濾波問題的基本方法，並利用等效線性化法和矩方程法，研究了非線性結構隨機地震反應分析和隨機濾波分析的近似解法及它們的工程應用。
  11. The author uses comparison theorem for stochastic differential equations to explore the limit behavior of one - dimentional discontinuous dynamical system with small random perturbations

    作者利用隨機微分方程的比較定理，確定間斷動力系統在小隨機擾動下的極限分佈。
  12. 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。
  13. Stochastic differential equations ; comparison theorem ; weak convergence

    隨機微分方程比較定理弱收斂
  14. Fully - coupled forward - backward stochastic differential equations under local lipschitz condition

    條件下的正倒向隨機微分方程
  15. 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
  16. Attractor of stochastic differential delay equations with markov jumping parameters

    跳參數隨機微分時滯方程的吸引子
  17. Exponential stability of stochastic differential delay equations with markovian parameters

    參數的隨機微分時滯方程的指數穩定性
  18. The stability of composite - method for stochastic differential delay equation was studied

    摘要研究了隨機延遲微分方程復合-方法的穩定性。
  19. In this paper, we prove existence and uniqueness of strong solutions for stochastic differential equations by a transformation of killing their diffusion coefficients

    摘要在這篇文章中我們通過一種去掉擴散系數的變換證明了隨機微分方程強解的存在唯一性。
  20. 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。
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