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随机微分方程

与 随机微分方程 相关的网络例句 [注:此内容来源于网络,仅供参考]

The process of random load action was described with the Poisson stochastic process and the time de pendent reliability models of series system, parallel system and k/n system were developed with the probability differential equation and total probability formula when strength degenerated as time, Taking the degeneration of strength following the exponential rule as an example, the relationships between the reliability and failure rate of system and time were studied.

采用泊松随机过程来描述载荷的作用过程,运用概率微分方程和全概率公式建立了强度随时间退化时的串联系统、并联系统以及k/n系统动态可靠性模型。以强度退化服从指数退化规律为例,研究了串联系统、并联系统以及k/n系统的可靠度和失效率随时间的变化规律。

Nevertheless, the 3D-FEM based buffeting analysis will not only lead to the solution of high degree random differential equations, but also require to deal with wind-force spectrum matrix with very high degrees.

但按三维有限元方法进行抖振分析时,不但要面临高阶随机振动微分方程的求解,而且在将连续型的抖振力风荷载离散化的过程中,还要处理阶数很高的风功率谱。

And to the problems of special distribution of underlying assets, this paper analyzes the price movement of the underlying assets from the arrival of information, the market efficiency and the market mechanism which decide the price. It also studies the problem of real option pricing when the underlying assets follow the pure jump Poisson, mixed jump-diffusion Merton and mean-reversion model, and obtains the price formula or partial differential equation to price and hedge the real option.

对实物资产的特殊价值分布问题,本文从决定资产价格的市场机制、信息到达方式及市场效率三方面来分析实物资产的价格变动特征;并重点研究当基本资产遵循纯跳跃Poisson过程、跳跃扩散Merton过程及均值回复过程时的实物期权定价问题,运用复制定价和随机动态规划方法,得到确定实物期权价值和风险对冲策略的偏微分方程。

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