comparison theory meaning in English
社会比较学
Examples
- Social comparison theory
社会比较学 - Firstly sufficient conditions for the existence of periodic solution are obtained by comparison theory of reaction - diffusion differential equations ; secondly sufficient conditions are established , under which the models admits a positive periodic solution which attracts all positive solutions
利用反应扩散方程的比较原理给出了系统存在周期解的充分条件。然后利用单调正、凹算子理论，给出了该扩散种群模型周期解全局吸引的充分条件。 - In the 3rd section we introduce how to use mathematical model to study financial problems , whose assets running on mixed jump - diffusion process , first we get the famous non - linear feynman - kac formula by fbsde , then let the solution of the bsde be a investor ' s utility function , and it ' s the so - called recurse utility function . second , we can prove that this utility function is a continue viscosity solution of the variation inequality which we get above , and we get the comparison theory . third we can use the result to financial market to study the optimal consumption and portfolio problem or evaluate the american option
第三章介绍了利用金融资产价格运行基于复合跳跃? ?扩散过程的数理模型来研究金融经济问题，通过结合运用正倒向随机微分方程，推导得到著名的非线性feynman - - kac公式，并且将相应的倒向随机微分方程的解记为投资者的值函数，这也就是通常所说的效用值函数；接着我们可以证明此效用值函数为某一偏微积分变差不等式的连续粘性解，并且得到了比较原则；这些结果可以应用到金融领域用于消费投资组合的选择或是美式期权的估值。