The necessary and sufficient conditions are presented for the stochastic comparability of the path distribution of jump processes on Rd.
通过有限维逼近的方法将跳过程半群随机可比的结果推广到跳过程轨道空间上,获得了跳过程轨道分布随机可比的充分必要条件。
On the assumption of continuous dividend of shares award,wel’l establish such a model in the way that continuous dividend rates is attached to shares option pricing in jump process and work out the formula of average relationship between the rising and falling option and European rising option pricing all through martingale theory and stochastic analysis.
假定在股票支付连续红利率的情况下,我们将建立支付连续红利率服从跳过程的股票期权定价模型,并利用鞅论和随机分析的方法给出欧式看涨期权定价模型及看涨和看跌期权的平价关系式。
This paper deals with the problem of construction of a dual q pair for the q pair with invariant measure, and prove that necessary and sufficient conditions, which invariant measures for a regular q pair is the invariant measures for its jump processes, be that its dual q pair is regular.
本文讨论了一般状态空间上具有不变测度的 q对的对偶 q对的构造问题 ,证明了正则 q对的不变测度是它的相应跳过程的不变测度的充要条件是该 q对的对偶 q对是正则
In this paper we prove that an irreducible v-recurrent jump processes with general state space has unique invariant measure.
本文利用一般状态空间马氏链关于不变测度的有关结果和跳过程的性质 ,研究了一般状态空间跳过程不变测度的存在性和唯一
The article expounds general theory of human body flip revolve with mechanical theory,presents the item of freestyle-skiing aerials"bdF"in the take-off stage.
运用力学理论阐述了人体空翻转体动作的一般原理,对目前自由式滑雪空中技巧项目的"bdF类动作"起跳过程中现有的两种手臂技术对"dF动作"的效应进行分析,提出理论上更为合理的一种新的"bdF类动作"起跳过程中的手臂技术,描述新技术的动作方法,论证新技术的生物力学合理性,对教练员、运动员提出尝试训练新技术的建议。