查询词典 martingale

Huang and Lin proposed the weak solution concept for Backward Stochastic Differential Equation This paper based on the predecessor's work , gives the weak solution concept for Backward Stochastic Differential Equation with continuous martingale,uses the Girsanov transformation, obtains its weak solution of the existence of a necessary and sufficient conditions, and on this basis obtains its weak solution of the existence of sufficient conditions,these sufficient conditions weakened the drifting coefficient which requested in the existence uniqueness of strong solution to satisfy the Lipschitz condition the request.

本文在前人研究的基础上，给出由连续鞅驱动的倒向随机微分方程弱解的概念，利用Girsanov变换，得到其弱解存在的存在的一个充分必要条件，并在此基础上得到了其弱解存在的一些充分条件，这些充分条件减弱了在强解的存在唯一性中要求的漂移系数满足Lipschitz条件的要求。

In this paper we generalize Bernstein inequality of t he sequence of independent random variables to the martingale difference s, then we give an application of this inequality.

本文将独立随机变量序列的Bernstein型不等式推广到鞅差序列情形，给出该不等式的一个应用，并在一定条件下证明了非参数回归中函数估计的强相合性。

In this thesis,using the Bernstein polynomial approximation,Stieltjes transform method and the central limit theorem of martingale,under suitable moment conditions,we prove the CLT of LSS G_n with a generalized regular class C4 of the kernel functions for large dimensional sample covariance matrices.

在适当的矩条件下，当核函数f属于C4时，我们证明了大维随机协方差矩阵的线性谱统计量的中心极限定理。

Lastly, the ruin probability of the bidimensional perturbed risk model are studied, whose upper bound of Lundberg-type within infinit-time is obtained and discussed for the case of light-tailed using the martingale technique, the conclusion is gotten that the strength of the dependent of B strongly impact the upper bound can be achieved.

第四章主要研究了带有扰动项的二维风险模型的破产概率，应用鞅论的技巧，在轻尾条件下，求出Lundberg-type在无限时间内的破产概率的上界；并对破产概率的上界进行讨论，获得的相关性的强弱影响着破产概率可达到的上界。

At last, by martingale large number theorem and central limit theorem, we study the hypothesis testing of parameters.

最后， 利用鞅大数定律和中心极限定理对参数作了假设检验。

Second,we introduce some important theorems we use in this paper,that is traverse theorem,martingale central limit theorem and slutsky theorem.

此外，还介绍了本文中所应用的主要定理，例如遍历定理，鞅中心极限定理以及slutsky定理等。

Thirdly,quasi-normal inequalities of a-variation maximal operator and a-conditional variation maximal operator of scalar predictable tree martingales areidentified by the use of martingale transforms and by the construction of convex or concave function method;on this basis and with the help of previsiblity or regu-larity,Burkholder-Davis-Gundy\'s inequality of a-variation maximal operator and a-conditional variation maximal operator of scalar predictable tree martingales are iden-tified by the application of Hardy-Lorentz interpolation theory.At the same time,bythe use of G.

再次，应用鞅变换和构造凸或凹函数方法证明了标量值可料树鞅的α-方极大算子和α-条件方极大算子的拟范数不等式；然后，在这些拟范数不等式的基础上，应用Hardy-Lorentz空间插值方法证明了当树鞅是可控或正规树鞅时关于标量值可料树鞅α-方极大算子和α-条件方极大算子的Burkholder-Davis-Gundy's不等式成立。

Some improved parameter estimation algorithms are presented , their convergent properties are proved by using the martingale convergence theorem .

围绕这两个方面给出了一些改进的参数估计算法，并用鞅的各种收敛理论对之进行了严格的数学证明。

In chapter 2 the strong deviation theorems for functions of series of discrete random variables are given. Here we construct a moment generating function and a convergent martingale .

本文第二章用矩母函数构造一收敛鞅，利用截尾法和单调函数的性质，证明了离散型随机变量序列泛函的强偏差定理。

By defining ε-hedging strategy, applying duality principle of linear programming and martingale measure theory, we present a kind of calculation method for the seller's arbitrage price and the buyer's arbitrage price of capital asset in finite security market.

在定义ε-套期保值策略的基础上，采用线性规划对偶原理和鞅测度理论，给出了有限证券市场资本资产的卖方套利价格和买方套利价格的计算方法。

Methods: Five patients with parkinsonism or dystonia were assigned to general anesthesia using an modified endotracheal tube.

本实验依照人体实验之相关规定进行，五位患有帕金森氏症或肌张力异常的病人接受神经立体定位手术。

If you can benefit from this book, it is our honour.

如果您能从本书获益，这将是我们的荣幸。