1) stopping time
停时
1.
By using a stopping time,we discuss the fluctuations of stock price at the supper-critical state and sub-critical state.
引入接触过程的理论,并由此构造股票价格模型,在此基础上构造了一个停时序列,通过对此停时序列及接触过程上临界状态与下临界状态,来研究股票价格的波动性质,推导出股票价格的特征函数收敛于levy过程相应的特征函数,从而说明了股票价格分布函数的收敛性质。
2.
This paper discusses a variation equation problem in a class of singular stochastic control with stopping time,gives its solution under two different conditions,which is a one order continuous differentiable and concave function,and gives the exact form.
讨论了一类带停时的奇异型随机控制问题中的一个变分方程问题,并且在两种不同的情况下给出了该变分方程的解,即为一阶连续可导凹函数,并在两种情况下给出了此函数的具体形式。
3.
The redeeming behavior can be described by stopping time,its possibility distribution and its expectation of present value of revenue are deduced.
应用停止理论(stoppingtheory)的概念和方法模拟开放式基金投资者的赎回行为发现,投资者的赎回行为可用停时(stoppingtime)来描述,并给出了完全随机型赎回行为的概率分布和其收益现值和的期望。
2) stop time
停时
1.
A class of strong convergence theorem for an arbitrarily adapted stochastic sequence without the non-decrease condition was established by using the truncation method of stochastic variables and the stop time.
引入了随机变量的截尾和停时的概念,在定理条件及其证明过程中适当地定义随机变量的截尾和停时,并通过定义鞅差序列和利用鞅差序列的收敛定理,得到了一类关于任意随机适应序列的强收敛定理。
2.
By using the supplemantal variable method, the frequency transfer method and the renewal process theory, the Laplace Stieltjes Transform (LST) of the steady virtual waitingtime distribution of the model is obtained After getting the stationary distribution of the Queue Length, the average transient real waiting time of the model has also been obtained by using "stop time" and Wald s equation
从配套加工一类问题的实际需要出发,在排队模型中引进了对负顾客的服务,利用补充变量、频度转移和更新过程等传统方法,在得到该模型稳态队长分布的基础上,求得该模型虚等待时间稳态分布的LST,并进一步用停时和Wald公式作工具,获得了瞬态下,模型的平均实等待时
3.
Decision and Prediction of supply of goods in Markov theory are presented;optimization of supply of goods is also studied in stop time theory.
在给出专业拆解中心运营模式基础上,分析专业拆解中心赢利的关键因素——货源,利用马尔科夫理论对货源进行预测及决策,最后利用停时理论对货源进行优化。
3) stopping times
停时
1.
Some particular optional increasing paths are studied by virture of the stopping times theory on 1 dimention space,their relation is discussed, and suffcient and necessary conditions on optional increasing path are obtained.
用一维停时理论对可选增道路进行研究,讨论了它们之间的关系,得出了可选增通路的充分必要条件,证明了可选增道路的一些重要性质。
4) stopping-time
停时
1.
In this paper, the concepts of the price of discrete-time America option and optimal stopping-time are defined, these concepts are discribed through moment-efficient, standard-market, combined investment, expectative-return and expectative price.
给出了离散型美式期权价格和最优停时的概念,通过瞬时利润、标准市场、投资组合以及Fn-适应、期望回报、期望价格等进行了描述,利用[3]中关于最优停时的性质的刻划及表示定理,证明了离散型美式期权的最大化最优套期交易时刻是一个最优停时。
2.
Based on the stopping-time theory and the martingale theory,an upper bound of the ruin probability is being proved.
新的模型下保险公司的盈余资本可用一个随机游动过程描述,利用停时理论和鞅论证明了保险公司的破产概率的一个上界。
5) hesitation
[英][,hezi'teiʃən] [美][,hɛzə'teʃən]
暂停,暂时停机,临时停机
6) residence time
停留时间
1.
Numerical simulation of gas residence time distribution in vortex quick separator of FCC disengager;
催化裂化沉降器旋流快分器内气体停留时间分布的数值模拟研究
2.
Effect of residence time on mechanism of chain termination of acrylonitrile freeradical polymerization;
停留时间对丙烯腈聚合自由基链终止机理的影响
3.
Residence time for understanding diffusion in ordered alloys;
有序合金中的原子扩散与格点停留时间(英文)
补充资料:停时
停时
stopping time;
停时[咖lpl啾山祀;oc拙10训BpeM”」[fI、注】设抓,作T,是可测空间(measulable sPilce)(。,劝上的非减子a代数族,此处T是【0,田」中的一区问或{0,1,…}日{刃}的一子集,则停时(‘一J这一子代数族相关的)是一个映射(随机变量(,:川由mva‘able))::。,T日{的},使得 {T(‘。)簇弓〔心,对一l)Jt任T成立.这一随机变量也称为可选随机变量(oPtiontll rdndom vdriable).这一条件解释为时间值随机变量t不具有未来的知识,因为a代数式概括了“直到时刻t的随机事件”.许多停时由“在该时刻给定的事件被首次观察到”产生.例如,随机过程X(t)首次进人(firstti服of entry)集合A(击中11、」(Ilitti一19 time)).在俄文文献中术语Map劝。时tMarkovmon祀11t,Markovtime)常用来表示停时.有时也见到术语非预料时(11on一anticipating tin犯).停时在最优停止问题(optiTnal stopping problenl)中自然会出现.例如,见【A4].
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