The method of martingale in Asian option pricing;
亚式期权定价中的鞅方法
Φ-atomic Decompositions and Concave Φ-inequalities for Martingales;
鞅的Φ-原子分解与鞅的凹Φ-不等式
The Chinese Stock Market Weak-form Efficiency Analysis——Martingale Method;
中国股票市场弱势有效性分析——鞅方法
Relations of Stationary Processes, Martingales and Mardov Processes;
平稳过程、鞅及马氏过程的相互关系
Fundamental Inequalities of Martingales on Weak L_p Spaces
弱L_p空间上的基本鞅不等式
Using martingales and random walks,the author got an approximate formula about probability of that the insurer′s surplus reaches an upper barrier before the ruin and its precise estimation.
讨论了古典风险模型的盈余过程和盈余通过给定水平时间的一些性质,运用鞅论和随机游动的方法得到了破产前盈余通过给定水平的概率Pa的近似表达式及其精细估计。
This paper consider the renewal model under constant interest force,and obtain the exponential upper bounds of ruin probability by matingale method.
研究了常利率下的更新风险模型,用鞅方法得到了破产概率的指数上界。
Applying the martingle theory,the Lundberg inequality and the formula for the ruin probability were concluded.
对索赔到达为复合Poisson-Geometric过程的风险模型进行了推广,研究了带有干扰条件下保单到达为参数α的Poisson过程,运用鞅论的方法得出了多险种风险模型下破产概率满足的Lundberg不等式和一般公式。
In the paper,we analyse martingle characteristics of conditional diffusion process and gain some results.
分析了条件扩散过程的鞅特性,得到了一些结果。
In this paper, some strong limit theorems on the functional of nonhomgenous Markov chains in random environment is discussed by means of martingle method.
利用鞅方法 ,研究随机环境中非齐次马氏链二元泛函的若干强极限定
convergence martingal by means of moment function and analytical method.
利用矩母函数构造几乎处处收敛的鞅，结合分析方法，给出关于独立同分布随机变量序列随机选择的一个强极限定理证明。
We get the optimal investment consumption process and terminal wealth by using the convex dual function (Legendre transform) of the utility function and the theory of martingal.
我们首先通过定义交易费用比例函数f(t)，建立了连续时间投资与消费模型，然后运用鞅分析和对偶理论得到了最优投资消费组合过程和终端财富。
Piecewise deterministic Markov processes(PDMP) have important application in risk theory, especially the theory of martingal on the basis of PDMP has offered the method to stylize for studying risk theory.
逐段决定马尔可夫过程(PDMP)在风险理论中具有重要的应用，特别是基于逐段决定马尔可夫过程的鞅理论为研究风险理论提供了程式化的方法。
The Minimal Martingale Measure and Minimale Entropy Martingale Measure for Jump Diffusion Semimartingal;
跳扩散半鞅的最小鞅测度与最小熵鞅测度
Tree martingale transforms and convergence of Vilenkin system
树鞅鞅变换与Vilenkin系统收敛性
Atomic decompositions and density of finite martingales in martingale spaces
鞅空间的原子分解与有限鞅的稠密性
Boundedness of Martingale Transforms on Weak Hardy Spaces of Martingales
鞅变换算子在弱Hardy鞅空间上的有界性
The Burkholder-Gundy inequality of the universal Clifford martingale
泛Clifford鞅的Burkholder-Gundy不等式
The Variance-Optimal Martingale Measure for Continuous Semimatingale on the Right Continuous Information Field
右连续信息域下连续半鞅的方差最优鞅测度
Sharp Inequalities for the Integrable Difference and Integrable Conditional Difference of a Martingale;
变差可积鞅及条件变差可积鞅的最优系数不等式
Martingale Operators and Atomic Decompositions of Weak Hardy Spaces of Vector-Valued Martingale Generated by Them
鞅算子及其生成的向量值弱Hardy鞅空间的原子分解
More than3 years working experiences in adhesive or Electronics industry.
暌陨辖赫臣粱虻缱有幸倒ぷ鞅尘啊
Three former Northwest Airlines pilots were convicted in Minneapolis of flying while intoxicated.
磺拔鞅焙娇辗尚性狈杀慌凶
Asset Pricing Method Based on Martingale and Entropy Theories
基于鞅和熵原理的资本资产定价方法
A Study on the Thought of Shang Yang's Defending and Fathering Bureaucracy Delict
论商鞅预防和治理官吏犯罪的思想
Advance Research of Generalized Poisson Risk Model;
广义Poisson风险模型的鞅分析
Precise Asymptotic in the Law of the Iterated Logarithm of PA and Martingale Difference Sequences;
PA与鞅差序列重对数律的精确渐近性
Some Laws of Large Numbers for Sequences of NA and B-valued Quasi-martingale Difference;
NA和B值拟鞅差序列的几个大数定律
The Application on Optimal Investment Strategy by Martingale;
鞅分析及其在最优投资组合中的应用
The Modulus of Convexity of Quasi-Banach Space and Special Martingale Inequality;
拟Banach空间上的凸性模与特殊鞅不等式
Continuous-Martingale Analysis in Option Pricing;
连续鞅分析在期权定价中的应用研究