This paper investigates Random Walk and Discrete Backward Stochastic Differential Equation.
本文研究了随机游走和离散得倒向随机微分方程。
This paper deals with the equivalent martingale measures for the stochastic volatility model.
摘要研究了随机波动率模型的等价鞅测度。
This paper presents a dual forest iteration algorithm for solving stochastic transportation problems.
本算法从一个对偶森林向另一个对偶森林迭代。
In this paper, we consider stochastic linear system driven by dichotomous noise and a periodic signal.
本文研究了二值噪声和周期信号驱动下的线性系统。
The random vibration analysis of stochastic antenna structures under wind excitation is studied in this paper.
研究随机天线结构的风激随机振动响应问题。
The paper gives conditions of measurability and progressive measurability on twodimensinal stochastic Processes.
给出了两参数随机过程得可测性及循序可测性得条件。
This paper studies the almost sure sample stability of stochastic nonholonomic systems chiefly by way of the linearization.
本文研究了随机非完整系统的样本稳定性。
In this paper, stochastic system identification techniques are proposed to determine the flutter derivatives turbulent flow.
气动导数是大跨桥梁结构颤振和抖振分析的重要依据。
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