stochastic analysis造句

• Stochastic analysis of a product sale strategy
  一种产品销售策略的随机分析
• Stochastic analysis of groundwater based on scale factor
  基于尺度因素的地下水随机分析
• Two completeness theorems set - valued stochastic analysis
  集值随机分析中的两个完备性定理
• Stochastic analysis of subsurface flow based on kl - galerkin method
  解法的地下水流动随机分析
• Stochastic analysis of sudden siltation of silty sand in open channels
  开敞式航道粉砂骤淤的随机分析
• 3 t hong , y jiang . stochastic analysis of the building thermal environment of uk . 1994
  4洪天真，建筑热环境的随机分析，博士学位论文。清华大学热能系。 1994 。
• Finally , some suggestions were made for stochastic analysis of waterhammer and surges at hydropower stations
  针对研究现状，提出了水电站水击与调压室涌浪随机分析的3点建议。
• Research and teaching : stochastic process , stochastic analysis , risk theory , financial economics and mathematical finance
  主要研究和教学领域：随机过程，随机分析，风险理论，金融经济学，金融数学。
• Using the stochastic analysis theory , the measurement models of the default probabilities of the emerging technology enterprises have been built up
  运用随机过程理论,建立了一类新兴技术企业违约概率的度量模型。
• By means of stochastic analysis theory related to fractional brownical motion , the pricing model of european contingent claim is given
  摘要利用关于分数布朗运动的随机分析理论，给出分数布朗运动环境下欧式未定权益定价模型。
• The current situation of stochastic analysis of waterhammer and surge at hydropower stations , the new research methods and the latest achievements since 1997 were summarized
  综述了1997年以后水电站水击与调压室涌浪随机分析的现状、新的研究方法和研究成果。
• An introduction was given to the application of stochastic analysis method in water conservancy projects , including the methods to develop and solve the stochastic model
  摘要介绍了随机分析方法在水利工程中的应用，包括工程上建立随机模型的方法和对模型的求解研究。
• Convergences of the sequence of fuzzy random variables are discussed , and then some theorems on m . s . fuzzy stochastic analysis and stationary fuzzy stochastic processes are proved
  本文第一部分研究模糊随机系统的建模与分析的若干问题，推广了随机系统理论的一些结果。
• Therefore , it is necessary to make stochastic analysis of three - dimension spatial ship structure , to evaluate its reliability and to do reliability - based optimization design
  因此，对船舶三维空间结构进行随机分析并评价其可靠性，以及基于可靠性的优化就显得非常有必要。
• This paper utilizes stochastic optimal control theory , ito formula in stochastic analysis and nonlinear filter technique to maximize the expected utility from the terminal wealth
  本文运用随机最优控制理论、随机分析中的it ( ? )公式及非线性滤波技术，研究投资者极大化终止时刻期望效用的最优投资策略问题。
• Using the method of stochastic analysis , we demonstrate c - tightness of the scaled queue length processes and derive a sufficient condition for the existence of the diffusion approximation under a general priority service discipline
  在优先服务原则下，给出了这类网络的标准化队长过程扩散近似存在的充分条件。
• Methods adopted in this dissertation are the dynamic programming principle and the stochastic analysis theory , through which the hjb equation corresponding to the control question can be worked out , and therefore , the optimal strategy with feedback from can be obtained
  本论文采用的方法为动态规划原理和随机分析的理论，通过求解控制问题对应的hjb方程，得到具有反馈形式的最优决策过程。
• On the assumption of continuous dividend of shares award , we ' ll establish such a model in the way that continuous dividend rates is attached to shares option pricing in jump process and work out the formula of average relationship between the rising and falling option and european rising option pricing all through martingale theory and stochastic analysis
  摘要假定在股票支付连续红利率的情况下，我们将建立支付连续红利率服从跳过程的股票期权定价模型，并利用鞅论和随机分析的方法给出欧式看涨期权定价模型及看涨和看跌期权的平价关系式。
• Q ( t ) ) dt + ( t ) dwtq ] , and the interest rate of the riskless asset 、 the volatility rate and the dividend rate of stock are non - random functions of time , the pricing formula of two - points reset option is obtained by using martingale and stochastic analysis knowledge 。 following the thought of merton , chapter five depicts the asset price motion with ito
  Q ( t ) ) dt + ( t ) dwtq ] ,且无风险利率、股息率以及波动率为时间的非随机函数,并借助鞅和随机分析知识给出了两点重设型期权的定价公式。第五章按照merton的思想,用以下ito
• By means of mathematical tools such as stochastic process , martingale theory and stochastic analysis , this paper shall mainly study many reset option pricing problems in financial economy , attempts to extend and innovate some of conclusions , and tries to obtain some better conclusions or the results which are easy to operate and instructive to financial practice . all the contents of my research on the pricing of two - points reset option are discussed in six chapters
  本文主要致力于金融学中重设型期权定价问题的研究,运用随机过程、鞅论?随机分析等数学工具,尝试推广某些结论,试图得到更好的或者对金融实践具有指导意义并且易于操作计算的结果。具体来说,本论文共分六章来进行两点重设型期权的定价研究。