1) Ito^ formula
Ito^公式
1.
Based on the semimartingale convergence theorem and the generalized Ito^ formula, a Lemma is proved.
根据半鞅收敛定理和Ito^公式证明了一个引理。
2) Ito formula
Ito公式
1.
The nonparametric estimation of b(·) is derived through the translation of the samples using Ito formula,the problem of estimation of assets equation is then translated to the problem of the estimations of functions in C[0,1].
利用Ito公式对样本进行变换 ,给出漂移系数的非参数估计。
2.
Making use of the Ito formula and the character of exponential martingale,this paper obtains a necessary and sufficient condition under which there exists an adapted and square-integrable solution for a class of backward stochastic differential equations.
利用指数鞅的特性和Ito公式,得到一类倒向随机微分方程存在平方可积的适应解的充要条件。
3.
This paper mostly studies one of the valuations of lookback options with transaction costs in inefficient market,and derives the differential equation of the option pricing model by using Ito formula.
本文主要研究了在不完全市场下有交易成本的回望期权的定价问题,并且利用Ito公式,得到了在该模型下期权价格所满足的微分方程。
3) Ito's formula
Ito公式
4) Ito's formular
Ito s公式
5) Ito|^ formula
Ito|^公式
6) Ito differential formul
Ito微分公式
1.
Moreover,using Ito differential formula to the constructed Lyapunov function along solutions of lto stochastic differential systems,Lyapunov method is adopted to set up the fundamental theory of dissipativity in the module corresponding to the theory on the dissipativity of deterministic ordinary dif- fere.
提出了有关Ito型随机微分系统耗散性理论的新概念:按模耗散、按模等度耗散和按模一致耗散,并利用Lyapunov方法,借助于Ito微分公式沿着Ito型随机微分系统的解对所构造的Lyapunov函数求导数,给出了Ito型随机微分系统有关按模耗散理论的一些代数判据,获得了与确定性常微分系统耗散性理论相对应的结论,最后的算例证明了该方法的有效性和可行性。
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ito导电膜玻璃
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