backward equation
英 [ˈbækwəd ɪˈkweɪʒn]
美 [ˈbækwərd ɪˈkweɪʒn]
网络 向后方程; 后退方程
双语例句
- Backward Stochastic Differential Equation and Malliavin Derivative Applied in Finance
倒向随机微分方程和Malliavin微分在金融中的应用 - This paper investigates Random Walk and Discrete Backward Stochastic Differential Equation. printer slew control
本文研究了随机游走和离散的倒向随机微分方程.打印机超行距走纸控制 - Option Pricing by the Backward Stochastic Differential Equation Method and the Equivalent Probability Martingale Measure in the Jump-diffusion Model
跳跃-扩散模型中期权定价的倒向随机微分方程方法及等价概率鞅测度 - Research on the volatility of freight and random walk test of international dry bulk market; This paper investigates Random Walk and Discrete Backward Stochastic Differential Equation.
国际干散货运价波动与随机游走检验本文研究了随机游走和离散的倒向随机微分方程。 - An H_ ∞ measurement feedback controller is designed by the solution of a backward Riccati equation and a forward Riccati equation.
H∞输出反馈控制器依赖于一个倒向Riccati方程和一个正向Riccati方程的解。 - Then the insurance pricing formula based on the investment theory is obtained on the basis of the explicit solution of a special class of linear backward stochastic differential equation.
然后，根据一类特殊线性倒向随机微分方程的显式解，推出了由风险投资确定的保险定价公式； - Apply the nonparametric estimation method to backward stochastic differential equation, and give the nonparametric estimation formula of generator g and z, also the data of a stock price process and option pricing process to test the applicability of this method is simulated.
研究了倒向随机微分方程的非参估计方法，给出了用非参方法估计生成元g和z的公式，并且进行了数值模拟股票价格过程和期权定价过程来验证非参方法的可行性。 - The general dynamic equations includes the thrust equation, lateral force equation, backward force equation, hub moment equations, dynamic equation of motion about the drag hinge and dynamic equation of motion about the flapping hinge.
动力学广义方程包括拉力方程、侧向力方程、后向力方程、桨毂力矩方程以及偏摆动力学方程和挥午动力学方程。 - Optimal portfolio is a replicating strategy for a certain contingent claim, which sums up to solve a backward stochastic differential equation.
最优投资策略就是对某个未定权益的复制策略，这归结为一个倒向随机微分方程的求解。 - In this paper we discuss how to use Backward Stochastic Differential Equation ( BSDE) to compute one kind of the minimum expectation.
本文讨论了如何用倒向随机微分方程（BSDE）来计算一类最小数学期望； - The major tools in this study were the theories and methods of Markov stochastic procedures, including Feller` s diffusion equations, Kolmogorov forward equation and backward equation, Wright` s shifting balance theory, Kimula` s diffusion equation.
本研究的主要数学工具是Markov随机过程理论与方法，其中包括Feller提出的扩散方程，Kolmogorov的前向方程与后向方程，Wright的移动平衡理论，Kimula的扩散近似方程。 - Under the assumption that insurance companies are risk neutral, and using the theory of backward stochastic differential equation, the insurance pricing problem is studied in the framework of investment theory.
在保险公司是风险中性的假设下，运用倒向随机微分方程的理论，研究了保险公司在风险投资框架下的保险定价问题。 - This thesis regard real option theories as foundation, use backward stochastic differential equation as model, deduce the compound option pricing model, discuss its algorithm and give the calculation formula of numerical solution.
本文，以实物期权理论为基础，用倒向随机微分方程做为建模工具，推导出了复式期权定价模型，讨论其算法并给出数值解的计算公式； - We give the backward equation and the forward equation of Transient Distribution of the Length of Frac ( M)/ M/ 1 Queuing System.
本文给出了Frac（M）/M/1排队系统队长的瞬时分布的向后方程和向前方程。 - Then the stationary joint probability density, the conditional reliability function, the mean first-passage time of the optimally controlled system are obtained from solving the reduced FPK equation, the backward Kolmogorov equation and the Pontryagin equation, respectively of fully averaged systems.
求解与之相应的后向Kolmogorov方程得最优控制系统的条件可靠性函数，进而求得首次穿越时间的条件概率密度；求解与之相应的Pontryagin方程得最优控制系统的平均首次穿越时间（寿命）。 - Pricing options with stochastic interest rate under jump-diffusion models is always a difficulty in option pricing research. There are little research about this, mostly using backward stochastic differential equation.
跳跃&扩散模型下随机利率的期权定价一直是一个难点，这方面的研究较少，而且研究的方法基本上是倒向随机微分方程法。 - Comparison theorem of infinite horizon backward stochastic differential equation
无穷水平倒向随机微分方程解的比较定理 - In this paper, author use the backward stochastic differential equation to the model of field insurance investment pricing with respect to the control variable of underwriting risk, and give insurance price formula be decided by investment of premium.
本文利用倒向随机微分方程建立了以承保风险为控制变量的保险投资定价模型，并通过分析给出了由投资决定的保险价格公式。 - In this paper, we prove the existence and uniqueness of the solution to forward-backward stochastic differential equations, where the terminal time associated with the backward stochastic differential equation is a finite stopping time.
在这篇文章中，我们证明了正倒向随机微分方程的解的存在性和唯一性，其中，倒向随机微分方程的终端时为一有限的停时。 - First, a backward Kolmogorov equation for the conditional reliability function and a generalized Pontryagin equation for the conditional moment of the first-passage time are established.
首先给出了条件可靠性函数满足的后向Kolmogorov方程以及首次穿越时间条件矩满足的广义Pontryagin方程。 - By means of backward stochastic different equation and martingale methods, this paper obtaines general pricing formula of European contingent claim.
利用倒向随机微分方程和鞅方法，得到欧式未定权益的一般定价公式。 - Generally, we use backward stochastic differential equation to solve this kind of problem.
但是，在以往的研究中一般都是利用倒向随机微分方程法解决这类定价问题。 - We study the continuous dependence on the initial-time geometry for the improperly posed problem of backward heat equation with different initial data. An explicit continuous dependence inequality depending solely on initial data is derived by a refine method.
研究了具有不同初值的倒向热方程的不适定性问题的解对初始时刻几何的连续依赖性，用一个改进的方法分别导出了仅依赖初始数据的显式的连续依赖性的不等式。 - Properties of the Solution of Backward Stochastic Differential Equation and Applications in Finance
倒向随机微分方程解的性质和在金融上的应用 - We study asset bubbles by backward stochastic differential equation and apply it in the BGG model.
我们从倒向随机微分方程的角度研究了资产泡沫的问题，并将之应用于BGG（2001）模型中。 - The third part introduces the definitions of backward Kolmogorov equation and the forward Kolmogorov equation.
第三部分介绍了后向Kolmogorov方程和前向Kolmogorov方程的定义。 - Peng ( 1997) introduced a kind of nonlinear expectation: g-expectation via a particular backward stochastic differential equation.
Peng（1997）通过一类特殊的倒向随机微分方程引入了一种非线性期望：g-期望。 - Yufeng Shi ( 2006) used the theory of backward stochastic differential equation to study the pricing of life insurance, reached analytical expression about the investment structure and the premium and conducted an empirical analysis.
石玉凤（2006）运用倒向随机微分方程理论对寿险保单定价进行了研究，得到了投资结构与保费的解析表达式，并进行了实证分析。 - We incorporate asset pricing method of Backward Stochastic Differential Equation into the BGG model so as to better measure asset prices bubble.
作者将倒向随机微分方程的资产定价方法纳入到BGG模型，以提高央行对资产价格泡沫的测度。 - Numerical simulations have been done with the backward Kolmogorov equation for reliability function and the generalized Pontryagin equation for conditional moment of the first-passage time which is under control by using finite difference method.
并采用有限差分法对受控系统的可靠性函数、首次穿越损坏的概率密度函数所满足的偏微分方程进行了数值仿真。