排序方式: 共有77条查询结果,搜索用时 15 毫秒
71.
烟草中的致香成分主导着烟草品质的优劣,而烟草的感官香气质量取决于其内在的香味物质组成及其之间复杂的相互作用,因此,准确测定烟草中香味物质的差异对配方设计、加香加料和稳定卷烟产品质量有重要的实际意义. 相似文献
72.
We consider a risk-based asset allocation problem in a Markov, regime-switching, pure jump model. With a convex risk measure of the terminal wealth of an investor as a proxy for risk, we formulate the risk-based asset allocation problem as a zero-sum, two-person, stochastic differential game between the investor and the market. The HJB dynamic programming approach is used to discuss the game problem. A semi-analytical solution of the game problem is obtained in a particular case. 相似文献
73.
Jiagang Ren 《Journal of Functional Analysis》2006,241(2):439-456
Let Xt(x) solve the following Itô-type SDE (denoted by EQ.(σ,b,x)) in Rd
74.
Jorge Garcia 《Journal of Theoretical Probability》2008,21(2):476-501
Assuming that {(X
n
,Y
n
)} satisfies the large deviation principle with good rate function I
♯
, conditions are given under which the sequence of triples {(X
n
,Y
n
,X
n
⋅Y
n
)} satisfies the large deviation principle. An ε-approximation to the stochastic integral is proven to be almost compact. As is well known from the contraction principle, we can derive the large deviation principle when applying continuous functions
to sequences that satisfy the large deviation principle; the method showed here skips the contraction principle, uses almost
compactness and can be used to derive a generalization of the work of Dembo and Zeitouni on exponential approximations. An
application of the main result to stochastic differential equations is given, namely, a Freidlin-Wentzell theorem is obtained
for a sequence of solutions of SDE’s. 相似文献
75.
Large deviations for stochastic flow solutions to SDEs containing a small parameter are studied. The obtained results are
applied to establish a Cp,r,-large deviation principle for stochastic flows and for solutions to anticipating SDEs. The recent results of Millet-Nualart-Sans
and Yoshida are improved and refined. 相似文献
76.
方差分量的广义谱分解估计 总被引:8,自引:1,他引:8
对于随机效应部分为一般平衡多向分类的线性混合模型,将王松桂(2002)提出的一种称之为谱分解估计的参数估计新方法推广到随机效应设计阵为任意矩阵的含两个方差分量的线性混合模型,给出了方差分量的广义谱分解估计方法,并证明了所得估计的一些统计性质。另外,还就广义谱分解估计类中某些特殊估计和对应的方差分析估计进行了比较,得到了它们相等的充分必要条件。 相似文献
77.