1) generalized Ito^ formula
推广的Ito∧公式
2) generalized Ito's rule
广义Ito公式
3) A generalized Clark formula
推广的Clark公式
4) The popularigation of Taylor formula
泰勒公式的推广
5) generalized formula
推广公式
1.
With the analysis on the convolution differential and integral recursion formulas in textbook signals and systems,the constrained conditions were pointed out,the generalized formula was deduced and proved through two methods,and a living example was given to prove it.
通过对信号与系统教材中卷积的微分与积分递推公式的分析,指出该公式的应用条件,推导出适合于任何函数求卷积的推广公式,并用两种方法证明了该推广公式,还给出了实例验证。
6) 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。
补充资料：∧
∧ 逻辑与或交运算 若 a 为真且 b 为真，则命题 a ∧ b 为真；否则为假。 n < 4 ∧ n >2 ⇔ n = 3，当 n 是自然数
与
命题逻辑，格理论
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