停时

本文利用停时方法给出复测度B值鞅的原子分解，讨论了复测度B值鞅空间的包含关系。

This paper studies the atomic decomposition of B-valued martingales with respect to complex measure with the stopping time method . And we discuss the conclusion relation of B-valued martingales spaces with respect to complex measure .

在Black-Scholes公式假设条件下，利用鞅和停时理论，得美式看涨期权的价格与欧式看涨期权的价格相等；

Under the assumption condition of Black-Scholes formula , use the theory of martingales and stopping time , get the conclusion that : the price of America call option equals the price of European call option ;

在[4]中，Chen给出并证明了带停时的倒向随机微分方程解的存在唯一性定理。

Chen also proved the existence and uniqueness theorem for BSDEs with stopping time in [ 4 ] .

第二章介绍Markov过程有关停时及游程的概念，叙述了一致椭圆扩散过程的定义，并给出了一致椭圆扩散过程有关首中时的结果；

In chapter two , we summarily describe the excursion in Markov process and the result of the first hitting time of the elliptic diffusion process ;

本文在时齐马氏序列中引入了概率最优停时和（ε，B）概率最优停时的概念，得到了其显式表达式，从而在某种程度上弥补了期望最优时的不足。

This paper introduces the conception of optimal probability time and (ε, B ) optimal probablity stopping time for the homogeneous Markov Sequence and obtains their explicit expressions to remedy some shortcoming of the optimal expection time .

其次，本文在给定的单向违约传染模型的基本条件下，运用概率测度、随机分析等金融数学知识，推导出了A、B的违约停时的联合密度分布。

Secondly , based on the unilateral default contagion model , this paper deprives the joint distribution of the default times from the financial mathematics theories , such as the probability , measure theory , stochastic analysis , etc.

借助实物期权和最优停时的方法对风险资本的退出方式之一：IPO退出方式进行了退出时机的研究。

By introducing theory of the real options and optimal stopping time , This paper analyzes Optimum Time Choice of IPO which is one of the way of exit of venture capitals .

最后给出了有向Kautz图上简单随机游动从任一单点分布到稳定分布的一个最优停时规则，从而得到了最优均值。

Then we give a optimal stopping rule from any state to the stationary distribution .

对混合高斯算法做了改进以适应ATM环境中用户时停时走的情况，对不同色彩空间和肤色模型下的人脸提取效果做了实验比较。

This paper improved the mixture Gaussian to fit for the situation of users ' stop-and-go , and compared the effects of face detecting in different color space and different color model by experiments . 3 .

其三，在Levy扩散环境中，将委托代理问题视为委托人和代理人之间的非零和最优停时-随机控制博弈，其中代理人控制着随机控制过程，委托人选择契约的执行时间。

Finally , when the principal is allowed to choose exercise time in Levy diffusion setting , we formulate the principal-agent problem as a nonzero-sum optimal stopping-stochastic control differential game between the principal and the agent .

最后根据HJB方程，结合最优停时方法，得到产品价格的自由边界。

Finally , based on the HJB equation and combining with the optimal stopping methodologies , the free boundary of the product price is obtained .

在假定每次校对费用可能不一样且带来一定收益的条件下，讨论了校对问题的最优停止，给出了Poisson模型与二项模型的最优停时。

In this paper , the optimal stopping of proofreading problems are discussed under assumptions that every proofreading cost may be not same and with certain gain . Then the optimal stopping time are obtained in Poisson model and binomial model .

第五章，精确地解出了第四章中得出的HJB方程，并给出生产和停时的最优策略。

In chapter 5 , we explicitly solve the HJB equation that is derived in chapter 4 and get an optimal strategy about the producing and stopping time .

但在实际燃料系统的研发过程中，燃料电池系统启停时存在氢氧界面，膜电极（MEA）局部缺陷、系统故障等都可能使得氢氧混合气体直接接触MEA。

While in actual fuel system researching , we find that when starting up or shutting down the fuel cell system , hydrogen-oxygen interface will exist . Meanwhile membrane electrode assembly ( MEA ) local defects and system failure may make hydrogen , oxygen mixed gas directly contact with MEA .

离散时间美式期权套期及停时分析

Hedging and Stopping-time Analysis About an American Option with Discrete time

关于停车问题的最优停时与两人零和对策

Optimal Stopping and the Two-person Zero-sum Game on the Parking Problem

货运站车辆作业停时的预测

A Forecast of the Detention Time of Wagons in Goods Station

而鞅论与停时更是现代金融学、破产理论、风险投资、保险学的理论基础。

Martingales and stopping times are the basis of Finance theory .

她唠唠叨叨地讲个不停时，就十分令人生厌。

She 's very wearing when she talks on and on .

停时的增过程特征及其相关问题

The Increasing Process Characterization of Stopping Time and related Problems

我告诉「十熊」，我们在雪停时离开。

I told ten bears we 'd leave when the snow breaks .

公共汽车未停时千万不要下车。

You must never get off a bus when it is moving .

马氏过程的可加泛函与停时变换（Ⅱ）

Additive functionals and stopping time changes of Markov processes (ⅱ)

一类带停时的奇异型随机控制模型的推广

A Class of Extended Singular Stochastic Models with Stopping Time

写作是个时停时写的连续过程。

Writing is a continual process of stopping and starting .

用停时刻划平稳无后效流

Description of Stationary Non-after-effect Streams by using Stopping Time

时齐马尔可夫过程的停时变换（Ⅰ）

Stopping time changes of time homogeneous Markov processes (ⅰ)

个人房地产购置时机选择的最优停时分析

Investment Timing Choice for Individual Real Estate Based on Optimal Stopping Time Approach

一类停时问题的最优决策

The Optimal Decision For A Class Of Stopping Problem

最优停时的特征与唯一性

The Characterization and the Uniqueness of Optimal Stopping Time