wiener process meaning in Chinese
维纳过程
Examples
- For a financial instrument whose price follows a wiener process , the volatility increases by the square - root of time as time increases
对于一个服从维纳过程的金融工具来说，波动性和时间的平方根成正比。 - 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。 - The paper consists of two chapters . in the first chapter , theory 1 [ 1 ] mainly by using the method of the law of the iterated logarithm with finite partial sum in wiener process proves hartman - wintner [ 1 ] law of the iterated logarithm for special finite partial weight sums
本文正文分两部分，定理1主要利用[ 1 ] wiener过程下的有限项部分和的重对数律，把hartman - wintner重对数律[ 1 ]推广到对特殊加权部分和也成立。 - Mainly due to the lack research of home and abroad , this dissertation begins with analysis and classification of venture capital . on the basis of researching on classified real options , according to the wiener processes assumption , pricing way . s which concerned are discussed and the assumption . condition are released
以创业企业的特征分析和分类研究为出发点，在对创业企业中所涉及的实物期权进行分类研究的基础上，符合维纳过程的假设之下对其所涉及的实物期权的定价方法展开研究，并逐步深入，放松假设条件。 - 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。