Research and teaching : stochastic process , stochastic analysis , risk theory , financial economics and mathematical finance 主要研究和教学领域:随机过程,随机分析,风险理论,金融经济学,金融数学。
And at the last , a model of white noise are constructed via the stochastic process with 1 - dimensional evenly distributed stochastic process 最后,作为应用,用具有一维均匀分布的随机过程构造了一种白噪音模型。
Based on markov stochastic process theory , a transfer matrix model of air - to - ground strike is derived with the formula of full probability 摘要以马尔可夫理论为基础,运用全概率公式建立了飞机对地攻击的动态模型。
We analyze the relations between stochastic petri nets and basic stochastic process , and discuss the solution to various stochastic petri nets 分析了随机petri网和基本随机过程的关系,讨论了各类随机petri网的求解方法。
Thus , it is very necessary to built multiscale dynamic model based on pyramidally organized trees for stochastic processes 因此,为更好地表征这些现象或过程的本质特性,建立起现象或过程基于树状结构多尺度动态模型是十分必要的。
In probability theory, a stochastic process (), or sometimes random process (widely used) is a collection of random variables; this is often used to represent the evolution of some random value, or system, over time. This is the probabilistic counterpart to a deterministic process (or deterministic system).