gauss process meaning in English
高斯过程
Examples
- In discrete condition , considering two cases of independent identical distribution and dependent distribution , we gave the moment , the second moment and variance , in continuous condition , models of the random rate of interest were established respectively by gauss process , wiener process or o - u process
对于离散型情况，考虑了独立同分布和非独立两种情形，分别给出了给付现值的一、二阶矩和方差。 - Moreover , the special expression of the moment , the second moment and variance with de moivre ' s death rate were given . finally , considering abrupt event ' s effect on interest , we established the models of the random rate of interest jointly by gauss process and poisson process , wiener process and poisson process or o - u process and poisson process , also gave the moment , the second moment and variance of the payable present value under the three cases . moreover giving the special expression of the moment , the second moment and variance with de moivre ' s death rate
对于连续型情况，随机利率分别采用gauss过程、 wiener过程和o - u过程建模，分别给出了给付现值的一、二阶矩和方差，并在demoivre死亡律假设下得到了矩的简洁表达式；考虑到突发事件对利率的影响，又对随机利率采用gauss过程、 wiener过程和o - u过程分别与poisson过程联合建模，分别给出了给付现值的一、二阶矩和方差，并在demoivre死亡律假设下得到了矩的简洁表达式。