martingale

martingale

 英 ['mɑːtɪŋgeɪl]

  • n.鞅;马颔缰;【船】第二斜桅的下方支索;输后加倍下注的赌法
  • 网络鞅论;鞅过程;诀窍

词形变化

复数:martingales  

英汉解释

n.
1.
马颔缰;鞅;【船】第二斜桅的下方支索;输后加倍下注的赌法
na.
1.
“martingal”的变体

英英解释

na.

例句

For the general claim sizes, the upper bound of the ruin probability is obtained by martingale method.

一般分布情形利用方法得到破产概率上界

And for market weak efficient form of inspection usually boils down to the martingale properties on the market testing.

市场有效形式检验通常归结市场性质检验

Once your loss runs up to that limit, a martingale just hits its head on the ceiling and dies.

一旦损失达到那个限制加倍下注彻底

Some strong limit theorems for the sequence of arbitrary random sequence are discussed by means of martingale method.

采用方法研究任意随机变量序列普遍成立极限定理

This paper deals with the minimal entropy martingale measure and utility indifference pricing concerning a stochastic volatility model.

本文研究随机波动模型最小测度效用差别定价

Two of the most fundamental concepts in the theory of stochastic processes are Markov property and martingale property.

随机过程两个基本概念马氏性质

The martingale property and the strong Markov property of this kind of surplus process are discussed.

讨论盈余过程马尔科夫

The principal results include stopping theorem of weak martingale and strong martingale on stopping point and strong stopping point.

介绍各种指标关于停止定理主要结果强鞅关于停止定理

In recent years, martingale theory is applied widely in physic, biology, meteorology, economy, financial investment and other fields.

近年来理论广泛应用于物理生物气象经济金融投资等其他学科

We understand customers' concerns in regards to the Martingale strategy for trading.

我们了解客户关注对于运用战略贸易

Using the measure transformation and martingale method, the price of the analytic form is obtained.

利用测度变换方法得到解析形式定价公式

Using martingale approaches to obtain the upper bound of the ruin probability and it's expression.

方法得到最终破产概率上界及其具体表达式

A main characteristic of the random walk and Martingale models is that the returns are uncorrelated .

随机行走和鞅模型一个主要特征报酬相关

When we research martingales, we converge martingales which have some same nature to one kind, then form many different martingale spaces.

研究人们具有相同性质归为一类形成许多不同空间

Who WenXiao martingale, sun and seeking the qin and filial piety and FuGuoJiangBing discussion.

孙鞅闻孝公孝公讨论富国强兵

Secondly, based on tree martingale decomposition theory, a kind of simple method of verifying tree martingale inequality is developed.

其次基于分解理论一种证明不等式简洁方法

Later, qin sealing on sun, and martingale shangyang number.

后来秦封公孙鞅商鞅

Choosing different numeraires, we can get different martingale measures.

通过选取不同计价单位我们可以得到不同测度

It is important meaningful to study the strong limit theorems for the sequences of random variables by using martingale and stopping times.

利用技术研究极限定理讨论随机变量序列收敛有着重大科学研究意义价值

Nonparametric wavelet estimator of a fixed designed regression function for martingale sequences

固定设计序列回归函数小波估计

Weighted Moment Inequalities of Vector Valued Martingale Transform Operators and its Application

向量变换算子加权条件不等式及其应用

Theorems about Martingale Approximation and Resolvent Representation Convergence

逼近预解表示收敛几个定理

Successive approximation for solution of stochastic differential equations with respect to the continuous martingale

连续驱动随机微分方程收敛

Representation of infinite dimensional stochastic integral with continuous local martingale

连续局部无穷随机积分表示

Strong Congruence of the Estimate of the Regression Function under Error Being Martingale Difference Sequences

误差序列回归函数估计相合性

Consistency of Weighted Kernel Estimator for Regression Function under Martingale Difference Error Sequences

序列回归函数加权估计收敛

Near Neighbour Estimate in Semiparametric Regression Model: The Martingale Difference Error Sequence Case

半参数回归模型近邻估计误差序列情形

Backward Stochastic Differential Equations with general martingale

一般驱动随机微分方程

The Expression of Martingale Representation Theorem When Some Non-attainable Contingent Claims'Present Prices are Known

有限不可获得权益当前价格已知情况表示定理形式

Application of Martingale In The Ruin Probability of a Generalized Risk Model

一类推广风险模型破产概率应用

Martingale Applied in the Ruin Probability of the Compound Non-binominal Risk Model with Appropriation Budget

支出复合风险模型应用

Convergence properties of martingales and martingale transforms for p-th conditional expectation

变换p条件期望收敛性

Martingale Method and a Class of Strong Deviation Theorems

方法一类偏差定理

The extension and application of convergence theorem about martingale difference sequence

序列收敛定理一个推广应用

Remarks on Martingale Hyperconvergence Theorem and the Convergence Analysis of the Forgetting Factor Least Squares Algorithms

于鞅超收敛定理遗忘因子最小二乘算法收敛分析

The Equivalent Martingale Measures for the Stochastic Volatility Model

随机波动率模型等价测度

Some Results about Vector Measure and an Counter Example about a Martingale

向量测度一些结论一个

Riesz Approximation of Set-valued Martingale in the Limit and Its Convergence

极限Riesz逼近及其收敛性

Applications of Equivalent Martingale Measures Model in Pricing Option on Foreign Currency

等价测度模型外汇期权定价应用

The Bound of Vector-space-valued Martingale Transformational Operators in Several Banach Spaces

向量变换算子几种Banach空间

热门查询