stochastic differential equation
随机微分方程:一种描述随机过程的数学模型
常用释义
英式发音
美式发音
基本释义
- 随机微分方程:一种描述随机过程的数学模型,通常用于描述受到随机因素影响的动态系统。
例句
-
1·This paper investigates Random Walk and Discrete Backward Stochastic Differential Equation.本文研究了随机游走和离散的倒向随机微分方程。
-
2·First, we get the small noise asymptotic results for stochastic differential equation with jumps.首先,我们得到了带跳的随机微分方程的小噪音渐近结果。
-
3·It mainly carries on the continuous process stochastic differential equation discretization of the research.技术上的思想主要是将连续过程的随机微分方程离散化来进行研究。
-
4·Backward Stochastic Differential Equation (BSDE), Fractional Brownian Motion and Its Applications, Stochastic Control, etc.倒向随机微分方程,分数布朗运动及其应用,随机控制等。
-
5·A stochastic differential equation, which controls strength degradation, is obtained from the model randomized by Markov process.对其进行随机化处理,得到控制强度退化过程的随机微分方程。
-
6·Moreover, the stochastic differential equation of seepage boundary is proposed and the mechanism of seepage evolution is analyzed.建立了渗流边界的随机微分方程,揭示了渗流边界形貌的演化机理。
-
7·We show that the positive solution of the associated stochastic differential equation does not explode to infinity in a finite time.本文给出了随机微分方程存在唯一正解,且解在有限时间内不爆破。
-
8·Therefore, the research on backward stochastic differential equation is of considerable theoretical significance and practical value.因此, 研究倒向随机微分方程具有重要的理论意义和应用价值。
-
9·Stochastic Control, Differential Games, Stochastic Analysis, Forward-backward Stochastic Differential Equation, Mathematical Finance.随机控制,微分对策,随机分析,正倒向随机微分方程,金融数学。
-
10·Basing on analysis of TCP flow control stochastic differential equation model, this paper presents a new method to analysis queue fluctuation.本文在分析TCP流量控制微分方程模型的基础上,提出一种新的队列波动分析方法。