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还利用少体硬球系统模拟布朗运动。Brownian motion is simulated by using hard-ball systems.
在B-S模型中,股票价格过程是由布朗运动驱动的。In B-S model, the stock price process is driven by Brown motion.
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经典的B-S模型是建立在布朗运动环境下的。Classical B-S model was established in Brownian motion environment.
分形布朗运动是模拟此类信号的很好的数学模型。Fractional Brownian motion is a convenient model for this kind of process.
随机中点偏移法是生成分形布朗运动的重要方法。The random mid-point displacement method is an important method in the FBM.
一个布朗运动粒子的路径是不规则的,并且常常改变方向。The path of a particle in Brownian motion is erratic and frequently changes direction.
布朗运动理论是布莱克-舒尔斯期权定价理论的基础。The theory of Brownian motion is the foundation of the pricing theory of Black Scholes.
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布朗运动是一种重要的随机过程,它的首出时的分布在很多方面有着重要的应用。Its distribution of the first passage time for Brownian motion are used in many subjects.
同时,天文学家可以寻找时空版的随机布朗运动。At the same time, astronomers can look for the spacetime analogues of random Brownian motion.
咱们每一天都试图领悟一样平常股价波动的布朗运动的一些法则。Every day, we try to discern some kind of order in the Brownian motion of day-to-day stock volatility.
这个简单的结果是粒子扩散和布朗运动的算术和代数基础。This simple result is at the root of the arithmetic and algebra of Brownian motion and particle diffusion.
结论是这种力是快速涨落力,强梯度场中核自旋的运动仍然是自由布朗运动。This additional force is a rapidly fluctuating force, the movement of spins is still free Brownian movement.
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本文研究了超布朗运动首中单点的概率分布。In this paper the probability distribution of super-Brownian motion for hitting single point is investigated.
所以,研究分数布朗运动环境中的期权定价更具有广泛性和实用性。Therefore, the study of option pricing in fractional Brownian motion environment is much more wide and practical.
金融市场研究中经常不加解释地假设证券价格按几何布朗运动变化。Geometric Brown Movement is frequently employed to describe the security price change without further explanation.
估计了一般黎曼流形上的布朗运动关于球面击中时的各阶矩。Estimations of the moments of the hitting time by Brownian motions on general Riemannian manifolds are also obtained.
空气和水对它们而言跟蜂蜜一样黏稠,布朗运动则让分子的行径全无章法。Air and water feel as thick as molasses, and Brownian motion militates against forcing molecules to move in precise ways.
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只要有一架不要求是质量特别好的显微镜,就可以观察布朗运动。The only apparatus necessary for observing Brownian motion is a microscope, which need not even be a particularly good one.
其中包括有布朗运动,热噪声,信息理论,熵和作者本身对麦克斯韦妖的看法。Topics include Brownian motion, thermal noise, information theory, entropy, and the author's personal view of Maxwell's Demon.
还介绍了由分式布朗运动驱动的随机积分的定义,以及相关的随机微分方程。Then, we will introduce the stochastic integral driven by the Brownianmotion, and the related Stochastic differential equations.