维纳过程

  • 网络Wiener Process;Generalized Wiener Process;Weiner Process
维纳过程维纳过程
  1. 维纳过程尾概率估计不等式的推广

    Extension about the Estimate Inequality of the Tail Probability of a Wiener Process

  2. 收益力服从维纳过程的社会养老保险精算模型

    An Actuarial Model of Society Endowment Insurance under the Return Force Obeying the Wiener Process

  3. 本文将给出了这类不等式的一个推广,并进一步扩充到了二维维纳过程的尾概率估计,期望可以进一步讨论关于Wiener过程的增量。

    This paper is about the extension of this inequality . And deeply extend it to the case of two-parameter Wiener process .

  4. 根据现代期权理论将投资决策机会视作一种期权,当投资价值(V)和初始支出(C)是随时间变化的维纳过程时,根据Black-Scholes公式给出投资机会的定价模型。

    The pricing model of investment opportunity , regarded as a kind of option on the basis of the option theory , can be formed through the Black Scholes formula .

  5. 文中利用广义维纳过程的无记忆非线性变换法(ZMNL)来建模仿真,产生相关非高斯杂波。

    This paper discusses a method to model and simulate correlated non Gaussian radar clutter by modified zero memory nonlinearity transform .

  6. 本文首先对现有的传统标准维纳过程构造和布朗桥构造方法进行简要分析;

    This paper makes a brief analysis for existing constructing methods such as traditional standard Winner Process and Brownian-Bridge .

  7. 利用随机过程的方法来分析系统误差的变化过程,建立了系统误差的随机过程模型&误差累加模型和维纳过程模型。

    Rules of the system error along with time is represented and stochastic process models are established : error accumulating model and Wiener model .

  8. 在伪蒙特卡罗模拟应用于金融衍生证券定价过程中,标准维纳过程的构造方法对模拟估计的效果具有十分重要的影响。

    Methods for constructing standard Winner Process can have a very important influence on estimation result of Monte Carlo simulation in the course of pricing financial derivative securities .

  9. 把影响水质模型的随机因素看成一个具有零均值的维纳过程,建立一个研究非突发性水质风险的随机微分动态模型,并对该维纳过程强度进行了估值。

    Regarding stochastic factors influencing water quality model as a Wiener process , a stochastic differential dynamic model for non-accidental water quality risk was built and the intensity of wiener process was evaluated .

  10. 用该码本对声门波加以规范和约束,使迭代维纳滤波过程中增强语音的激励声门波处干干净语音有效激励声源模式空间内。

    We imposes constraints on the glottal wave of enhanced speech during iterative Wiener filtering according as the glottal codebook to ensure glottal wave laid in the clean exciting glottal space .

  11. 论文的第二章用维纳随机过程理论分析了股权分置改革引发的系统性风险,对政策在其中的对冲性作用进行了分析,进一步验证了政策是股权分置改革风险的对冲因素的结论。

    In Chapter 2 , the system risk from non-trading share reform are thoroughly analyzed , the hedge function of the regulation in system risk are studied , empirical data shows the regulation is the hedge factor to the risk arising from non-trading shares reform .

  12. 假定箔条所在位置处大气运动速度是一个维纳随机过程,同时在忽略箔条的质量时箔条的运动完全反应当地大气的运动,在此基础上建立箔条云团的扩散模型及数值仿真模型。

    The diffusion model and numerical simulation model for chaff clouds are modeled on the assumption that the speed of air where chaff locates is a Winner random process and the mass of chaff is zero so it can trace the atmosphere speed very well .