stochastic integral

用法例句

The properties and convergence theorem of weakly Henstock variable stochastic integral;

弱Henstock变差随机积分的性质及收敛定理

The stochastic integral with respect to a fractional Brownian motion can be defined by non-uniform Riemann′s approach.

用非一致Riemann和的方法定义了关于分数布朗运动的随机积分,并给出了此积分与关于分数布朗运动的分数积分∫0Lu(s)dBH(s)=(-1)∫α0LD0α+u0+(s)D1L--αBLH-(s)ds+u(0+)BLH的等价关系。

In paper [1],the auther has proved that the stochastic integral can be defined by Riemann s approach using nonuniform meshes,i.

在讨论了随机积分可以用非一致Riemann和的方法刻画时所得积分(即WHVB积分)的基础上,通过定义随机过程弱变差收敛的概念,得到了WHVB积分的平均收敛定理和一致收敛定理,并给出相应的证明。

We also study stochastic integrals with respect to ff-valued semimartingale random measures and introduce the concept of vague convergence of H-valued semimartingale random measures.

本文引进了H-值半鞅测度,研究了其基本性质和与之相联系的随机积分。

The existence and uniqueness of random integral solutions are proved to a class of m-accretive random evolution equations of population dynamics with random migration perturbation in arbitrary finite interval of time by using Banach s fixed point theorem of the nonlinear functional theory,which is the improvement of the results obtained by both Schauder s and Sadovskii s fixed point theorems.

改进的应用Schauder不动点定理和Sadovskii不动点定理证明此类发展方程随机积分解的存在性结论。

In this paper,the existence of random integral solutions is proved for a class of m -accretive population dynamics with random migration perturbations in arbitrary finite interval of time by using nonlinear functional theory.

利用非线性泛函理论研究了一类具有随机移民扰动的非线性m增生人口发展模型 ,在移民率有界的条件下 ,得出了此类发展方程在任意有限时间区间存在随机积分解的结

This paper first constructs the conception of stochastic Sobolev spaces H\+2\-2(Ω) , then gives the stochastic Poisson integral as a generalized stochastic functional, and compares the relationships between stochastic model and determined model of Poisson integral, and indicates that determ.

在球近似下 ,顾及到庞大复杂的边界数据 ,借助重力场随机模型框架 ,直接给出了调和重力随机场Dirichlet问题解的随机积分表达式———随机Poisson积分式 ,并讨论了这个广义随机泛函与经典Poisson积分表达式的关系。

By virtue of the explicit forms of renormalization kernels obtained by "lifting by one step" principle,we obtain the relationship between the renormalization kernels and the Poisson stochastic integrals.

本文考虑具有有限矩的1维无穷可分分布的正交多项式的母函数,通过“一步提升”原则得到的重正化核的显式表示,建立重正化核运算与Poisson随机积分之间的关系。

The Weak Solution of Two-parameter Differentical-integral Equation in the plane;

平面上一类两指标随机积分微分方程的弱解

Fixed points and stability of stochastic integro-differential equations

不动点与一类随机积分微分方程的稳定性(英文)

Stochastic Integrals of Fuzzy Set-valued Processes and Its two Properties;

关于模糊集值随机积分的一种新定义及相关性质

A Two-parameter Stochastic Diffcrentical-integral Equation in the plane;

平面上一类两指标随机微分积分方程

Mean-square Henstock Integrals of Fuzzy Stochastic Processes;

模糊随机过程的均方Henstock积分

Black-Scholes Model Deduction Based on Stochastic Differential Equation;

随机微积分推导Black-choles公式

Stochastic Monotone Markov Integrated Semigroups

随机单调Markov积分半群(英文)

The Stability of Some Kinds of Stochastic Delay Differential Equations and Stochastic Volterra Integral Equations

某些随机延迟微分方程与随机Volterra积分方程的稳定性

The Convolutions of Non-identical Distributions and the Tail Probability for the Supremum of a Random Walk;

不同分布的卷积及一类随机动上确界的尾概率

Deterministic Integration Algorithms for Stochastic Response Computations of Non-Linear Systems;

非线性体系随机响应计算的确定性积分方法

Pattern Classification Based on Kernel Methods and Stochastic Learning of the Cumulative;

基于核方法与累积量随机学习的模式分类研究

An extended precise integration method for response of a structure subjected to evolutionary random exciation

受演变随机激励结构响应的扩展精细积分方法

The existence and uniqueness of solutions to stochastic Volterra equations with general type

一般类型随机Volterra积分方程解的存在唯一性

Existence and Uniqueness of Solutions for the Wick-type Integration Stochastic Differential Equations Driven by Fractional Brownian Motion

基于分数布朗运动的Wick型积分随机微分方程解的存在唯一性

Several Properties of the Wick-type Integration and the Solution for Stochastic Differential Equations with Respect to Fractional Brownian Motion

基于分数布朗运动的Wick型积分及随机微分方程解的几个性质

Firstly producing many products of Beta random-variables, then analyzing them with numerical value closing in upon and validating the result.

先随机产生大量贝塔分布随机变量的乘积,用数值拟合来分析并验证拟合结果.

In this paper, a numerical method for structure stochastic response analysis is presented.

对结构随机响应分析的数值积分方法进行了深入的研究。

Some improvement of the existence uniqueness theorem of stochastic differential integral equations in the plane

平面上随机微分-积分方程解的存在唯一性条件的改进