英德
有道
百度
谷歌
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维基
百科
微分随机过程
differential stochastic process
- 运用比较定理，还证明了正倒向随机微分效用过程的时间一致性、终值单调性、消费单调性和凹性等有关性质。
By the comparison theorem, a series of properties of the backward-forward differential utility process is gotten, such as time consistence, monotonicity with respect to the terminal value, monotonicity with respect to the consumption and concavity. - 摘要在假定股票价格变动服从几何布朗运动的模型下，利用微分方程初值问题与随机过程的联系，将要计算的概率问题转化为微分方程问题。
With the assumption that stock price follows Gometric Browian Motion Model, problems of probability are transferred to problems of differential equation according to the relations between differential equations with originals and stochastic processes. - 在研究疲劳过程中材料强度退化规律的基础上,建立了一个强度退化模型.对其进行随机化处理,得到控制强度退化过程的随机微分方程.在一定假设条件下,获得了剩余强度概率密度函数的封闭解,并推导出疲劳寿命的反高斯分布形式.给出一种考虑损伤状态对随机涨落影响的近似处理方法.与试验数据的比较结果表明,本文的模型和方法是合理的.
Based on the study of strength degradation of material in the fatigue process,a strength degradation model is proposed.A stochastic differential equation,which controls strength degradation,is obtained from the model randomized by Markov process.By using the theory of stochastic,the distributions of residual strength at any given lifetime and lifetime of any given residual strength are attained.Under a few suitable hypotheses,inverse Gaussian distribution of fatigue life is derived,and verified by means of experimental data.The result shows that the model and the method are reasonable.
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