1) inverse martingle
反鞅
1.
Some concepts such as inverse brownian motion,inverse martingle are introduced,and relative properties are investigated.
引进反 Brown 运动,反鞅等概念,并利用 Lyapunov 函数方法,讨论了如下形式的 It型倒向随机微分方程{dy_t=b(y_t,t)dt-σ(y_t,t)dw_t,t∈[0,T] y(T)=ζ a。
2) Martingale
[英]['mɑ:tiŋgeil] [美]['mɑrtṇ,gel]
鞅
1.
The method of martingale in Asian option pricing;
亚式期权定价中的鞅方法
2.
Φ-atomic Decompositions and Concave Φ-inequalities for Martingales;
鞅的Φ-原子分解与鞅的凹Φ-不等式
3.
The Chinese Stock Market Weak-form Efficiency Analysis——Martingale Method;
中国股票市场弱势有效性分析——鞅方法
3) martingales
鞅
1.
Relations of Stationary Processes, Martingales and Mardov Processes;
平稳过程、鞅及马氏过程的相互关系
2.
Fundamental Inequalities of Martingales on Weak L_p Spaces
弱L_p空间上的基本鞅不等式
3.
Using martingales and random walks,the author got an approximate formula about probability of that the insurer′s surplus reaches an upper barrier before the ruin and its precise estimation.
讨论了古典风险模型的盈余过程和盈余通过给定水平时间的一些性质,运用鞅论和随机游动的方法得到了破产前盈余通过给定水平的概率Pa的近似表达式及其精细估计。
4) matingale
鞅
1.
This paper consider the renewal model under constant interest force,and obtain the exponential upper bounds of ruin probability by matingale method.
研究了常利率下的更新风险模型,用鞅方法得到了破产概率的指数上界。
5) martingle
鞅
1.
Applying the martingle theory,the Lundberg inequality and the formula for the ruin probability were concluded.
对索赔到达为复合Poisson-Geometric过程的风险模型进行了推广,研究了带有干扰条件下保单到达为参数α的Poisson过程,运用鞅论的方法得出了多险种风险模型下破产概率满足的Lundberg不等式和一般公式。
2.
In the paper,we analyse martingle characteristics of conditional diffusion process and gain some results.
分析了条件扩散过程的鞅特性,得到了一些结果。
3.
In this paper, some strong limit theorems on the functional of nonhomgenous Markov chains in random environment is discussed by means of martingle method.
利用鞅方法 ,研究随机环境中非齐次马氏链二元泛函的若干强极限定
6) Martingal
鞅
1.
convergence martingal by means of moment function and analytical method.
利用矩母函数构造几乎处处收敛的鞅，结合分析方法，给出关于独立同分布随机变量序列随机选择的一个强极限定理证明。
2.
We get the optimal investment consumption process and terminal wealth by using the convex dual function (Legendre transform) of the utility function and the theory of martingal.
我们首先通过定义交易费用比例函数f(t)，建立了连续时间投资与消费模型，然后运用鞅分析和对偶理论得到了最优投资消费组合过程和终端财富。
3.
Piecewise deterministic Markov processes(PDMP) have important application in risk theory, especially the theory of martingal on the basis of PDMP has offered the method to stylize for studying risk theory.
逐段决定马尔可夫过程(PDMP)在风险理论中具有重要的应用，特别是基于逐段决定马尔可夫过程的鞅理论为研究风险理论提供了程式化的方法。
补充资料：鞅鞅不乐
1.因不满意而很不快乐。鞅，通"怏"。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条