查询词典 stochastic differential equation

Stochastic differential equation plays an important role in mathematical finance.

随机微分方程是一个经典课题，在数理金融中有着重要的应用。

And some computing methods of stochastic differential equation are given.

基于Monte Carlo方法，结合微分方程数值解的方法，采用多种随机过程产生策略和随机模拟方法，对原系统进行了仿真，提出了相应的数值计算格式。

For example, in mathematical finance, options, as one of financial derivatives, its price can be solved by a backward stochastic differential equation.

比如， 在金融领域，作为金融衍生工具之一的期权，它的理论价格可以用倒向随机微分方程解出。

Of statistics to the estimation and hypothesis testing of parameters for stochastic differential equation.

本文由四章构成。第一章给出了本文中主要涉及的定义和定理。

Then the critical value is obtained by the reflected backward stochastic differential equation method.

针对不确定性和不可逆性对投资时机的影响，很多经济学家都做过研究。

The algorithm for constructing the approximating model of the Markov chain of an Ito stochastic differential equation is discussed.

探讨了构造伊藤随机微分方程的马尔可夫链近似模型算法。

Chapter 7 of the dissertation compares two type of models from the perspective of stochastic differential equation and persistence, and supplies corresponding proof of mathematics.

论文还从持续性的角度比较了两类波动模型的之间的对应关系，并给出了相应的数学证明。

Applications of Backward Stochastic Differential Equation and Nonlinear Expectations: Risk Measure, Option Pricing and Estimation of Evaluation Mechanism

论文标题：倒向随机微分方程和非线性期望在金融中的应用：风险度量，定价机制的估计以及期权定价

The best research tool for the problem of option pricing is backward and forward-backward stochastic differential equation .

简要地介绍了倒向和正倒向随机微分方程在数学金融学的研究中所起的作用。

The stochastic differential equation for structures with parametric and external excitations is established by using a concise derivation methods.

本文对单自由度结构在水平与竖向地震同时作用下的随机地震响应问题进行了系统研究。

I use an example quoted by Hu Jiaqi:"It is reported that America separates the DNA of a kind of virus by making use of genetic technology and combines it with another kind of DNA. Finally, they get a kind of virulent biological agent called a "pyrotoxin". Someone discloses in private that 20 grams of such a kind of biological agent could result in the global death of 6 billion people due to infection."

我在这里例举胡家奇所引用过的例子："据报道，美国利用转基因技术，将一种病毒的DNA分离出来，与另外一种DNA进行结合，拼结成一种剧毒的"热毒素"生物战剂，且私下有人透露，这种生物战剂只需20克，就可以导致全球60亿人全部感染死亡。"

Waiting, for the queers and the coons and the Reds and the Jews.

等待着疯子和黑人还有红色共产主义者还有犹太人