In chapter three , we introduce the use of martingale in apt , also give some useful results 第三章,简单介绍了鞅方法在套利定价中的应用情况,并且给出了几个重要的结果及其推广。
The martingale analysis in the multiresolution analysis under the haar scaling function and its application in the signal processing 尺度函数下多分辨分析的鞅性及其在信号处理中的应用
In this way , shang yang achieved his aim successfully . soon the state of qin became the strongest country 经过这件事,大家都相信了官府。后来商鞅的变法进行得很成功,秦国因此成为了当时最强大的国家。
H . yang ( 1999 ) gets the non - exponential bounds for ruin probability with constant interest by use of martingale methods H . yang ( 1999 )对常利息率的离散时间风险模型利用鞅方法得到破产概率的非指数上界。
This paper at first generalize the classic doob ' s inequality which can be applied into more general functions 本文首先推广了古典的doob不等式,使其适用于更广泛的一类函数值,并在此基础上重新定义了一组鞅空间。
Classic doob ' s inequality is one of the most important results in martingale theory and the basis of discussion of the general martingale spaces 古典的doob不等式是鞅理论中的一个重要结果,也是讨论一般鞅空间的基础。
In this paper , we discuss the estimate of regression function in nonparametric regression model based on exponential integral martingale difference 摘要本文研究了误差项是鞅差序列,且满足某种指数矩条件的非参数回归函数的估计。
Chapter two introduces some basic knowledge about option pricing : basic concepts and theories about stochastic process theory such as martingale , brown motion and ito 第二章介绍了期权定价的理论基础知识:随机分析的鞅论、布朗运动、 ito
We can again define a series of new spaces of martingales and obtain many resemble properties of general martingale space mp ( p > 1 ) by deep analysis and discussion 通过进一步的分析和讨论,得到了许多与一般鞅空间m ~ p ( p 1 )相似的性质。