wiener process 中文意思是什麼

wiener process 解釋
維納過程
  • wiener : n. 〈美國〉維也納香腸，小紅腸。
  • 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. When the performance degradation is caused by the discrete cumulative damages, the degradation failure model based on renewal process is proposed and used to analyze the reliability of metallized film pulse capacitors in the laser device. when the degradation process is continuous, two models based on wiener - einstein and gamma processes are presented respectively. because it is difficult to obtain an analytical expression of the failure model using the latter method, we present a failure model based on monte - carlo simulation

    根據該模型的特點，給出了基於參數回歸分析的統計推斷方法，分別提出基於比例危險模型的競爭失效分析方法和基於位置-尺度模型的競爭失效分析方法; （ 4 ）對于隨機失效閾值問題，研究並給出了相對失效標準下的退化失效模型和分析方法;對強度退化的動態應力-強度干涉失效進行分析，提出了周期性應力作用下的動態應力-強度干涉失效可靠性模型和復合應力作用下動態應力-強度干涉失效可靠性模型。
  2. The introduction black - scholes models still assumed, namely the introduction of modern process ( wiener process, also called brownian motion ) to save the stock yield random fluctuations, weak markets and the effectiveness of the use of consistent share of the techniques ( ( markov property ) to describe the stock price change random process, the use of risk - neutral pricing theory through the analysis of the nature of asset price process martingale, established european style to the value of stock options with mathematical models

    本文仍然引入black - scholes的模型假定，也即引入維納過程（ wienerprocess ， alsocalledbrownianmotion ）來刻畫股票收益率的隨機波動，採用與弱型市場有效性相一致的股價的馬爾可夫性（ markovproperty ）來描述股票價格變化的隨機過程，運用風險中性定價理論，通過分析資產價格過程鞅的性質，建立了歐式再裝股票期權價值的數學模型。
  3. The paper consists of two chapters. in the first chapter, theory 1 [ 1 ] mainly by using the method of the law of the iterated logarithm with finite partial sum in wiener process proves hartman - wintner [ 1 ] law of the iterated logarithm for special finite partial weight sums

    本文正文分兩部分，定理1主要利用[ 1 ] wiener過程下的有限項部分和的重對數律，把hartman - wintner重對數律[ 1 ]推廣到對特殊加權部分和也成立。
  4. The research of adaptive inverse control mainly concentrated on modeling and control by utilizing the way of signal process especially wiener filter theory ago

    以前自適應逆控制的研究主要集中於運用信號處理的方法尤其wiener濾波器理論來建模與控制。
  5. In gabor filter, we use eight directional filtering to process fingerprint image to compare wiener filtering, we get good process result

    在預處理中，採用八個方向的gabor濾波對指紋圖像進行濾波，把它與維納濾波作比較，得了較好的試驗結果。
  6. In discrete condition, considering two cases of independent identical distribution and dependent distribution, we gave the moment, the second moment and variance, in continuous condition, models of the random rate of interest were established respectively by gauss process, wiener process or o - u process

    對于離散型情況，考慮了獨立同分佈和非獨立兩種情形，分別給出了給付現值的一、二階矩和方差。
  7. Moreover, the special expression of the moment, the second moment and variance with de moivre ' s death rate were given. finally, considering abrupt event ' s effect on interest, we established the models of the random rate of interest jointly by gauss process and poisson process, wiener process and poisson process or o - u process and poisson process, also gave the moment, the second moment and variance of the payable present value under the three cases. moreover giving the special expression of the moment, the second moment and variance with de moivre ' s death rate

    對于連續型情況，隨機利率分別採用gauss過程、 wiener過程和o - u過程建模，分別給出了給付現值的一、二階矩和方差，並在demoivre死亡律假設下得到了矩的簡潔表達式；考慮到突發事件對利率的影響，又對隨機利率採用gauss過程、 wiener過程和o - u過程分別與poisson過程聯合建模，分別給出了給付現值的一、二階矩和方差，並在demoivre死亡律假設下得到了矩的簡潔表達式。
  8. For a financial instrument whose price follows a wiener process, the volatility increases by the square - root of time as time increases

    對於一個服從維納過程的金融工具來說，波動性和時間的平方根成正比。
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