1) discrete martingale
离散鞅
2) Discrete Martingale Theory
离散鞅论
3) complex martingale with discrete parameter
离散参数复值鞅
1.
Some properties and some examples of complex martingale with discrete parameter are given by calculating conditional mathematical expectaion for complex random variable with the property of the real valued martingale with discrete parameter.
引进离散参数复值鞅 ,借助于离散参数实值鞅的性质 ,通过求条件数学期望 ,给出离散参数复值鞅的某些性质 ,给出离散参数复值鞅的实例。
4) jump diffusion semimartingale
跳扩散半鞅
1.
The exact expressions of minimal martingale measure and the minimal entropy martingale measure for jump diffusion semimartingale are gained,with the specific changes of intensity and density function processes in these measures.
在跳扩散半鞅模型中,引进了跳的强度过程与跳的概率密度函数过程,研究了测度变换对跳的强度与密度函数过程引起的变化、研究了跳扩散半鞅的最小鞅测度与最小熵鞅测度。
5) 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
6) 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。
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