stochastic

基本解释随机,揣测

网络释义

1)stochastic,随机;揣测2)Market Timing,揣测最佳时机3)surmise judgment,揣测判断4)Mere speculation or conjecture,揣测之词5)be mere conjecture,纯属揣测6)random measure,随机测度

It was proved that Possion random measures are also Poisson random measures under a change of exponential martingale measure.

证明了泊松随机测度在指数鞅测度变换下仍是泊松随机测度,并利用该结论及勾舍诺夫定理证明了当风险资产价格St满足方程dSt=St-[μdt+σdBt+∫R0K(x)(dt,dx)]时浮动执行价与固定执行价的亚式期权之间的等价关系。

By constructing the random measure, we obtain sufficient conditions for the singularity and the regularity.

通过构造随机测度,得到了判别一般测度的正则性和奇异性的充分条件;计算出了混沌算子的像测度的Hausdorff维数;并举例证明了充分条件不是必要的。

Using this theorem, a new and simpler proof is given for the corresponding canonical propositions of the random measure on a locally co.

应用同胚定理，给出了局部紧空问上的随机测度的相应的经典命题的较简单新证明，且无需第二可数性条件。