stochastic calculus
英 [stə'kæstɪk ˈkælkjələs]
美 [stə'kæstɪk ˈkælkjələs]
网络 随机分析; 随机微积分; 随机计算; 随机积分学; 随机积分
双语例句
- Global Lipschitz Continuity for Certain Problems in the Calculus of Variation of Multiple Integrals Stochastic Calculus of Variation for a Class of Diffusion Processes
某类多重积分变分问题的全局Lipschitz连续性关于一类扩散过程的随机变分计算 - Researches on Systems Biology Models Conversion& From SBML to Stochastic Pi Calculus
系统生物模型转换研究&从SBML到StochasticPiCalculus - Stochastic Calculus for Solutions of a Class of High Order Parabolic Equation
一类高阶热方程解的随机计算 - The Decomposition of Wiener Space and Anticipating Stochastic Calculus
Wiener空间的展开与非适应随机演算 - By applying contingent claims pricing and stochastic calculus methods, the paper derives a risky debt value formula, this formula can illustrate the effect of investment policy and dividend policy on risky debt value.
运用未定权益定价和随机计算方法，导出了一个包含破产成本的风险债务估值公式，该公式能说明投资策略、股利策略对风险债务价值的影响。 - The first, the process of asset price and the exchange rate are assumed to be lognormal distribution in a complete and continuous market model. Using the theory of stochastic calculus, we establish the multidimensional Black-Scholes models of Foreign Equity Options.
一，本文假定股票价格与汇率均服从时间参数的几何布朗运动连续模型，用随机分析理论建立了多维股票-汇率联动期权Black-Scholes模型； - Stochastic calculus model for UWB indoor multipath channel
超宽带室内多径信道随机分析模型 - Based on the study of Chang, a scheduling algorithm with QoS Guarantees is proposed by using the stochastic process theory and network calculus, and also, the upper bounds of delay and the backlog for data flow are analyzed by the theory of network calculus.
在Chang的结论基础上，运用随机过程理论和网络计算理论提出了一种保证QoS的算法，并运用网络计算理论给出缓存和时延的上界。 - ) be the tangent sphere bundle of a surface V, where(?) Stochastic Calculus on the Frame Bundle
V，（？））是V上的切球丛，（？）标架丛上的随机计算 - Stochastic differential equation plays an important role in Stochastic Calculus, and it has important applications in non-mathematics fields such as financial decision-making, machine control and system biology.
随机微分方程是随机分析学科中很重要的一部分，在金融决策、机械控制、系统生物学等众多非数学领域更是有着重要的应用。 - In 1999, Combined Loewner differential equation from univalent func-tion theory with stochastic calculus, Oded Schramm established the definition of one-parameter family of SLE.
1999年，结合单叶函数理论中的Loewner微分方程与随机分析，OdedSchramm建立了带一个参数的SLE的定义。 - At the beginning of this chapter it introduces some preliminary knowledge, which mainly contains stochastic calculus, and then starts building the model and derives a new simple proof of the basic formula of corporate bond pricing theory.
本章一开始为构架模型引入一些预备知识，主要是随机微积分等，然后开始构建模型，并推导出公司债券定价基本公式并给出新的证明。 - In stochastic optimal control, strictly speaking, Euler-Lagrange variational calculus does not apply, and one has to use value function approach. Unfortunately, on the practical standpoint, the partial differential equation so obtained is not very manageable.
严格的说，Euler-lagrange变分方法在随机最优控制问题中并不实用，它必须借助数值函数的方法，并且在实际问题中所得到的偏微分方程并不易解。