查询词典 martingale

In this paper, the law of large numbers of asympotic martingale difference sequence was got by researching the convergence of asymptotic martingale and the Doob s analyse of asymptotic martingale .

研究渐近鞅的收敛性及渐近鞅的 Doob分解，证明了渐近鞅差序列服从大数定

Among those; studies, Liu and Bek have obtained many important results for the theory and applications of Banach spaces and their geometry on complex number,(see [3],[41])Here, we have investigated the TP modulus of convexity and TP modulus of smoothness, on the one hand, we have defined a class of new spaces called uniformly TP convex ,on the other hand, we have extended martingale inequalities and the martingale spaces.This article is divided into four parts, in the first part, we define the TP modulus of convexity and TP modulus of smoothness of Banach space, and prove that the space which is characterized by uniform convexity is same as the space which is characterized by TP uniform convexity. Then we give TP q-uniformly convex and TP p-uniformly smoothable characterization of the Banach space. At the same time, we prove the famous renormed theorem.

本文分为四部分，第一部分在Banach空间上定义了一个新的TP凸性模和TP光滑模并证明了在Banach空间上它分别和一致凸性和一致光滑性刻划的空间是同构的，即如果Banach空间X是一致TP凸的充分必要条件是存在一个等价范数，使得在此范数下，它是一致凸的；Banach空间X是一致TP光滑的充分必要条件是存在一个等价范数，使得在此范数下，它是一致光滑的，我们还分别得出了判定一致TP凸和一致TP光滑的一些充分必要条件，同时还证明了箸名的重赋范定理。

Firstly, we consider the problem of the representation formula for the transition probability density of a right process under Girsanov transform. Secondly,we consider the problem of the MEMMs (minimal entropy martingale measure)for Markov switching Levy processes, and justify that the minimal entropy martingale measure is obtained by some regime switching Esscher transform. At last,we consider the problem of the invariant measure and the ergodic property of recurrent right processes. This paper includes 5 chapters.

首先，我们考虑了满足一定条件的右过程在Girsanov变换下的转移概率密度的表达式问题；其次，我们考虑了由Markov调制的Lévy过程的最小相对熵鞅测度的问题，证明了其最小相对熵鞅测度是某个状态转换Esscher变换；最后，我们考虑了右过程的不变测度及其遍历性的问题。

Using martingale methods, and choosing the stock as numeraire asset and corresponding equivalent martingale measure, the author gets the simple pricing formula by the Asian option in the case of geometric average.

主要研究了股票价格过程由几何Lévy过程驱动的亚式期权的定价问题，利用鞅方法，选择股票作为计价单位及相应的等价鞅测度给出了几何平均亚式期权简单的定价公式。

When trying to diversify your Forex trading strategies, it's very important to understand the strategies of the Martingale and the Anti-Martingale.

在争取实现多样化，你的外汇交易策略，这是非常重要的是要了解该策略鞅和反鞅。

In chapter 2, we define a new operator—the minimal operator on martingale space, it's well known that the maximal operator controls where given martingale f is large, intuitively, we say that the minimal operator controls where a martingale is small.

第二章引入了鞅空间上极小算子mf的概念，众所周知，极大算子可以控制一个"较大"的鞅，那么形象地说，极小算子就是用来控制那些"较小"的鞅，因此，在研究关于极小算子的加权不等式时，很自然地要估计诸如〓，log mf等算子的值。

In addition, we also give the characteristic of uniformly integrable martingale in the rearrangement invariant martingale space and the relationship between one martingale and the accompanying martingale associated with it which is particular in the rearrangement invariant martingale space under the action of some most important martingale operators such as maximal operator, square operator, the greater operator and the smaller operator.

此外我们还考虑了重排不变鞅空间中的鞅是否一致可积的特征以及极大算子、均方算子和上、下算子在重排不变鞅空间及其相伴鞅空间上作用的特殊性质。

Fourthly,in the UMD spaces,the tree martingale transforms and their maximaloperators are defined,and then based on the geometrical property of UMD spaces andcombining new interpolation techniques of Hardy-Lorentz spaces,the inequality ofUMD space valued tree martingale transform maximal operators is obtained.

然后，在UMD空间中，我们定义了树鞅鞅变换及其极大算子，并用UMD空间几何性质和Hardy-Lorentz空间的算子插值理论证明了UMD空间值树鞅鞅变换的极大算子不等式。

The exact expressions of minimal martingale measure and the minimal entropy martingale measure for jump diffusion semimartingale are gained,with the specific changes of intensity and density function processes in these measures.

在跳扩散半鞅模型中，引进了跳的强度过程与跳的概率密度函数过程，研究了测度变换对跳的强度与密度函数过程引起的变化、研究了跳扩散半鞅的最小鞅测度与最小熵鞅测度。

New properties and improvements on VSI. Combining the density processof local absolute continuous measure, properties of the martingale space H1 and semi-martingale space, and the closed image theorem of functional analysis (see the proofs ofTheorem 2.4.5 and Theorem 2.4.10), we obtain the general form of Girsanov Theorem forsemi-martingale vector stochastic integral .

特别是利用局部绝对连续测度的密度过程、鞅空间H1与半鞅空间的性质以及泛函分析中的闭图像定理(见定理2.4.5与定理2.4.10的证明)获得了一般形式的半鞅向(来源：Ab6BC论a1文网www.abclunwen.com)量随机积分的Girsa-nov定理，它对于随机分析的理论与随机积分的应用都具有重要价值。

This is not an ordinary box, which is used as a background picture of the dialog box, very pretty.

详细说明：这可不是一个一般的对话框，它是用图片作为背景的对话框，非常好看。

Conceal me what I am,and be my aid for such disguise as haply shall become the form of my intent.

遮掩我的身份，帮助我，我的面具将成为我的目的。