1) Geometric Brownian motion
几何Brown运动
2) geometry fractional Brownian motion
几何分形Brown运动
1.
It makes geometry fractional Brownian motion depicts the process of stock price better then geometry Brownian motion.
在实证研究中发现股票价格运动具有自相似性、长期相依性等特性,而这些特性又是几何分形Brown运动所具备的,这使得几何分形Brown运动比几何Brown运动更能准确刻画股票价格波动规律。
4) 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。
5) 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
6) Inverse Brownian Motion
反Brown运动
补充资料:brown 5r
CAS:2429-80-3
分子式:C35H27N5O9S3·2Na
中文名称:苄橙;3-氨基-4-[[4'-[[4-[[(4-甲基苯基)磺酰基]氧]苯基]偶氮](1,1'-联苯)-4-基]偶氮]-2,7-萘二磺酸二钠盐
英文名称:Benzyl orange
2,7-Naphthalenedisulfonic acid, 3-amino-4-[[4'-[[4-[[(4-methylphenyl)sulfonyl]oxy]phenyl]azo](1,1'-biphenyl)-4-yl]azo]-, disodium salt
acid leather orange bzr
acid orange 45
benzyl fast orange 2rn
benzyl orange 2r
brown 5r
分子式:C35H27N5O9S3·2Na
中文名称:苄橙;3-氨基-4-[[4'-[[4-[[(4-甲基苯基)磺酰基]氧]苯基]偶氮](1,1'-联苯)-4-基]偶氮]-2,7-萘二磺酸二钠盐
英文名称:Benzyl orange
2,7-Naphthalenedisulfonic acid, 3-amino-4-[[4'-[[4-[[(4-methylphenyl)sulfonyl]oxy]phenyl]azo](1,1'-biphenyl)-4-yl]azo]-, disodium salt
acid leather orange bzr
acid orange 45
benzyl fast orange 2rn
benzyl orange 2r
brown 5r
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