stochastic analysis

Under condition that the interest rate of the riskless asset, the volatility rate and the dividend rate of stock index are nonrandom functions of time, the pricing formula of bull market reset call warrants is obtained by using Martingale and stochastic analysis methods.

在无风险利率、指数连续股利率、指数瞬时波动率为时间t的非随机函数的情形下，以鞅论和随机分析为数学工具得到了重设型牛市认购权证的定价公式。

Stochastic Analysis Method of Lateral Vibration Energy for Train Track Time Varying System

列车-轨道时变系统横向振动能量随机分析方法

The kinetics of the combination reaction between enzyme and substrate& ⅰ. stochastic analysis, activation energy and multiple-active-site

酶底物结合反应的动力学Ⅰ.随机分析、活化能与多活性中心

The application of damping type surge tank with air hole in hydropower station having long tailrace tunnel Method of explicit calculation for stochastic analysis of the highest water level in surge tank

制气式调压室在带有长尾水隧洞的水电站中的应用调压室涌波最高水位随机分析的显式计算方法

Research and teaching: Stochastic Process, Stochastic analysis, Risk theory, Financial Economics and Mathematical Finance.

主要研究和教学领域: 随机过程, 随机分析, 风险理论, 金融经济学,金融数学.

Stochastic Analysis of Local Phase Holdups in a Three-phase Fluidized Bed

气液固三相流化床中局部相含率的随机分析

Research on Methods of Stochastic Back Analysis of Thermal Parameter of Mass Concrete Temperature Field

混凝土温度场热学参数反演方法的研究

This paper mostly studies one of the valuations of floating strike price lookback options in a jump-diffusion model, by using the stochastic analysis, partial differential equation and general Ito formula.

本文利用随机分析，偏微分方程和广义Ito公式探讨了跳&扩散过程下的回望期权的定价问题。

Principle and application of the stochastic analysis on the rock excavation engineering

岩石开挖工程随机分析原理与应用

Stochastic analysis methods are an important theoretical foundation and analysis instrument for research on pricing financial derivative securities.

随机分析构成了金融衍生证券定价研究的重要理论基础与分析手段。

Strategy of selecting points via number theoretical method in probability density evolution analysis of stochastic response of structures

结构随机响应概率密度演化分析的数论选点法

Stochastic Irregularity Analysis on High Accuracy Rocket Sled Test Track

高精度火箭橇试验轨道随机不平顺分析

By using the stochastic analysis methods, the optimal consumption and investment portfolio problem under the uncertain environment has become a very important area in financial mathematics.

摘要：利用随机数学研究未定环境下的最优消费投资问题已成为金融数学中一个重要的领域。

This book deals with deterministic systems and does not include any analysis of stochastic phenomena.

本书不分析随机现象,主要讨论确定性系统.

Dynamic Traffic Assignment modeling fundamental combined with urban congestion analysis method is studied. Three methods are erected on congestion analysis, especially the stochastic user optimal DTA models is considered.

通过对动态交通分配模型建模的依据和原则进行探讨，提出了应用动态分配模型进行拥挤机理分析的三种途径，尤其讨论了如何用随机型瞬时动态用户最优分配模型进行交通拥挤机理分析。

The Application of Object-Oriented Finite Element Method in Analysis of Structures with Stochastic Parameters

面向对象的有限元方法在随机参数结构分析中的应用

The stochastic analysis of ground force induced by viaduct systems

高架桥对地面作用力的随机振动分析

Stochastic Analysis of Temperature for Thermal Shock on Piston with Lumped Parameter Model

活塞热冲击集总参数模型的随机温度分析

Random Dynamic Analysis of Piezoelectric Intelligent Trusses What we did in the paper paves a sound foundation for further research on the stochastic control of the mechanical-electric coupling of piezoelectric intelligent trusses.

压电智能桁架随机动力特性研究本文的工作为进一步进行压电智能桁架机电耦合系统随机控制打下良好的基础。

A Review of Stochastic Analysis for Solute Transport at Regional Scale

区域地下水溶质运移随机理论的研究与进展

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.

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。

Fuzzy Reliability Analysis of Railway Crane Telescopic Jib under Stochastic Load.

随机载荷作用下铁路起重机伸缩臂模糊可靠性分析.

These works lay the foundation for deeper researches on TGS. Secondly, in light of stochastic errors in terminal guidance process and random maneuvers of targets, a new performance analysis framework is presented based on the finite-time generalized H2 method.

其次，针对末制导过程中的随机误差和目标机动，提出一种基于有限时间广义H2范数的性能分析框架。

Stochastic Analysis Foundation for Pricing Financial Derivative Securities

金融衍生证券定价的随机分析基础

Thermal response analysis of stochastic pole structures under steady random temperature field

随机参数杆结构在稳态随机温度场下的热分析

Solving these problems required the integrated use of financial mathematics, insurance, probability, stochastic analysis and optimization.

解决这些问题需要综合运用金融数学与保险数学领域的多种理论和方法。