1) standard Brownian Motion
标准Brown运动
1.
We consider the semiparametric regression model yt=xtβ+g(t)+εt,where β∈R is an unknown parameter to be estimated,t∈[0,1],g(t) is an unknown function defined [0,1],and the error {εt} is a standard Brownian Motion.
考虑半参数回归模型yt=xtβ+g(t)+εt,其中待估参数β∈R,t∈[0,1]为[0,1]上的未知函数,误差εt为标准Brown运动。
2) Brownian motion
Brown运动
1.
On the definition of Brownian motion;
关于Brown运动的定义
2.
Based on time variance effect of the assets credit rating migration of CreditMetrics and the stochastic process Brownian motion,the asset nonsystematic factor of bank is determined and the mathematical relationship between credit risk and time is established.
根据CreditMetrics信用风险迁移矩阵的时间效应和随机过程中的Brown运动来反映银行贷款风险的非系统因素,确定信贷资产风险随时间变动的数学关系;结合因子模型与Markowitz的均值-协方差模型,建立基于存量与增量组合累计风险的银行贷款决策模型。
3.
This paper gives the decompositions on Brownian Motion under three different conditions of given final value,low bound and low and up bounds by the methods of comparing their infinitesimal operators and constructing martingale,respectively,and their explicit proofs were offered.
分别利用比较无穷小算子和构造鞅的方法给出了Brown运动在给定终值、下界以及上、下界三种不同条件下的分解,并给出了具体的证明。
3) Brown motion
Brown运动
1.
Ruin probability for a Poisson-Geometric risk model by Brown motion;
带Brown运动的Poisson-Geometric风险模型的破产概率
2.
On Strong Markov Property of Brown Motion and Its Apllication;
Brown运动的强马氏性及应用
3.
In this paper ,We discuss the lag increments of d-dimension Brown motion,and obtain the responsive results which are similar to Brown motion.
讨论了d -维Brown运动的滞后增量 ,得到了类似于一维Brown运动的相应结
4) Inverse Brownian Motion
反Brown运动
5) right Brownian motion
右Brown运动
1.
Some properties of right Brownian motion;
右Brown运动的若干性质
6) Brown motion with jump
带跳Brown运动
1.
The minimal entropy martingale measure of Brown motion with jump;
带跳Brown运动的最小熵鞅测度
补充资料：德国国家标准(见德国标准化学会、德国标准体系)
德国国家标准(见德国标准化学会、德国标准体系)
National Standards of Germany: see Deutsches Institut für Normung, DIN;standards system of Germany
Oeguo Guol心日icozhun德国国家标准(Natio.吐S加Ln山切曲of Gen”旧ny)见德国标准化学会;德国标准体系。
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