查询词典 Brownian motion

Then the concept of Futures,Options,Option Pricing and Geometric Brownian Motion is introduced.

然后介绍了期货、期权、期权定价理论及几何布朗运动等的概念，然后在此基础上给出了随机电价的模型的概念。

From both theoretical and applied perspectives, fractional Brownian motion is challenging and of great interest.

中文摘要：无论从理论还是实践角度来看，分数布朗运动都是很具有研究意义的。

In this paper Fractional Brownian Motion model is employed to describe the changes of the prices of financial instrument.

利用分数维布朗运动模型来描述金融价格的变动。在假定标的资产价格服从分数维布朗运动的新模式下，讨论标的资产有红利支付时的欧式差价期权的定价公式，并给出计算公式

As a dissipative structure, organization has shown all the characteristics of fractional Brownian motion in its evolution of culture aw structure.

摘要作为耗散结构的组织在其文化和结构的演化中体现出了分数布朗运动的特征。

We treat the superconductivity electron as Brownian motion particle in period potential, by using matrix continued fraction method. We solve the corresponding Fokker-Planck equation of electron and obtain the Voltage-Current Characteristics of Josephson Junctions with thermal fluctuations.

我们将超导电子视作在其位相形成的周期势场中作布朗运动，并利用矩阵连分法求解相应的Fokker--Planck方程，得到Josephson结在热涨落存在时的Ⅰ-Ⅴ特性曲线，计算结果与实验相符合。

Chapter 5 establishes the probabilistic numerical method for the Dirichlet problem relevant to Brownian motion with drift.

第五章介绍与漂移布朗运动相联系的Dirichlet问题的概率数值方法。

Chapter 1 gives the background,current research process of relatedproblems and summarizes this thesis\'s work.In chapter 2,we study the Brownian motion with holding and jumping on the boundary.We use the resolvent method to obtain the infinitesimal generator because the domain of the infinitesimal generator is essentially the same as the range of the resolvent.Knowledge of this range and of the differential operator determines uniquely the infinitesimal generator.Since the semigroup generated by the DHJ is not strongly continuous,to use the nice property of strongly continuous semigroup in analytic theory,in chapter 3 we show that the dual is strongly continuous and derive ergodicity through spectral radius formulas and finally obtain the ergodic theorem by duality. In chapter 4,we discuss a class of a more general process---one dimensional Feller diffusion proposed by W.Feller in 1954.The Feller diffusion allows the possibility of jumps from boundary to boundary,not only from boundary to the interior.We give the stationary distribution of this process.

具体地，本文的结构如下：第一章给出了问题产生的背景，研究现状及本文的主要工作；第二章研究了在边界上逗留后随机跳的布朗运动，我(来源：3dABC论文网www.abclunwen.com)们用预解算子的方法得到其无穷小生成元，因为无穷小生成元的定义域本质上就是预解算子的值域，知道这个值域和微分算子形式就能唯一地决定无穷小生成元；由于DHJ过程产生的半群不是强连续的，为利用强连续半群的一些漂亮性质，在第三章中我们证明其对偶半群是强连续的，然后由谱半径公式得到遍历性并且最后由对偶得到遍历定理；第四章讨论了Feller在1954年引入的更广的一类过程----一维Feller扩散过程，Feller扩散过程允许有从边界到边界的跳发生，即不仅仅局限于从边界到内部的跳，在这一章中，我们给出了一维Feller扩散过程的平稳分布；在第五章，我们讨论了一些相关的问题，给出了DHJ过程对应的PDE问题及特征值与收敛速度的关系。

With Java as design tool, general principle and step of The design and realization of virtual experiment of statistical Mechanics was instructed through completing the design of two concrete examples: elastic collision model of single particle in a vessel and one-dimensional Brownian motion , and has summarized the experience and lessons in the design process.

摘要以 Java 语言为设计工具，通过完成单个粒子在容器中作弹性碰撞和一维布朗运动两个虚拟物理实验的设计，阐明了设计与实现统计物理虚拟实验的一般原则和步骤，并分析了实验结果，发现我们的模拟与实际实验"真实"的一致。

In this article, we discuss the problem of extreme value for Brownian motion with nonlinear drift and study the distribution of the maximum value and minimum value and the first passage time.

本文研究了从x出发的非线性漂移布朗运动的极大值、极小值和首达时问题。

We have established optical tweezers and manipulation systems, and analyzed the optical spring constant by detecting Brownian motion or optical forced oscillation of the trapped particle.

我们成功建立了光钳微操控系统，并利用钳住微粒时因为热扰动所造成的布朗运动或是利用光学震荡力所造成的微力震动强度及相差定义光钳光学弹力常数。

What are your goals and strategies for growth?

你的成长目标和策略是什么？

And unto the angel of the church in Sardis write; These things saith he that hath the seven irits of God, and the seven star I know thy works, that thou hast a name that thou livest, and art dead.

3：1 你要写信给撒狄教会的使者，说，那有神的七灵和七星的，说，我知道你的行为，按名你是活的，其实是死的。