Martingale

The Martingale is a powerful tool in modern control theory research .

从而说明，鞅论是现代控制理论中一个重要工具，应该引起工程界的足够的重视。

The Application of Martingale Method in Risk Model

鞅方法在风险模型中的应用

A Combinatorial Forecast Method and Application of the Martingale Difference Series

鞅差序列的一种组合预测方法及其应用

The application of martingale approach in a class of ruin theory

鞅方法在一类破产问题中的应用

Application of Martingale Analysis to Pricing of Geometric Average Asian Options

鞅分析在几何型亚式期权定价中的应用

Applications of Equivalent Martingale Measures Model in Pricing Option on Foreign Currency

等价鞅测度模型在外汇期权定价中的应用

The Growth Velocity of Q - mean Square Function of Special Martingale

特殊鞅的q均方函数的增长速度

On the Relationship of Optimal Growth Portfolio and Martingale Measure

最优增长投资组合与等价鞅测度之间的关系

Using martingale method , we derive the explicit solution .

利用鞅方法，得到了最优投资策略的显性解。

Asset Pricing Method Based on Martingale and Entropy Theories

基于鞅和熵原理的资本资产定价方法

Martingale Analysis of Shanghai Composite Index Returns Q & A on Sex

上证综数收益率的鞅性分析

The Martingale Method of the Optimal Control of a Nonlinear Stochastic System in Hilbert Space

一类无穷维随机系统最优控制的鞅方法

Choice Martingale Application in Selection of Learning Samples

鞅在学习样本选择中的应用

The Law of Large Numbers of Asymptotic Martingale Difference Sequence

渐近鞅差序列的大数定律

Convergence rate of the estimate of the regression function under Martingale Difference Sequence

误差为鞅差序列的回归函数估计的收敛速度

Therefore , it is more comprehensive for stock market to test martingale hypothesis .

因此，对证券市场进行鞅假定检验更为全面。

Pricing Method for Contingent Claim Based on Martingale and Linear Programming Dual Principle

基于鞅和线性规划对偶原理的或有要求权定价方法

Almost Sure Convergence of Genetic Algorithms : A Martingale Approach

遗传算法的几乎必然强收敛性&鞅方法

However , few someone studied whether martingale hypothesis is suitable for China stock market .

然而，很少有人对鞅假定在中国证券市场的适用性进行研究。

A Random Functional Central Limit Theorem for Linear Process Generated by Martingale Differences

由鞅差产生的线性过程的随机泛函中心极限定理

Inequalities of martingales play an important role in modern martingale theory .

在现代鞅论中，鞅不等式具有很重要的作用。

Asymptotic behavior of quadratic forms of series for martingale differences and its application

鞅差序列二次型的渐近性状及其应用

A market is fair is that the market exists the equivalent martingale measure .

市场是公平的是指市场存在等价鞅测度。

The Martingale Approach is Applied to Prove a Class of Strong Limit Theorems

用鞅方法证明一类强极限定理

Martingale Method and a Class of Strong Deviation Theorems

鞅方法与一类强偏差定理

Stochastic Differential Equation With Square Integrable Martingale as Noise and Its Control Problem

连续平方可积鞅噪音下的随机微分方程及其控制问题

The estimate of regression function in nonparametric regression model based on exponential martingale difference

基于指数矩鞅差序列非参数回归函数的估计

Using the measure transformation and martingale method , the price of the analytic form is obtained .

利用测度变换和鞅方法，得到了其解析形式的定价公式。

The Application of Martingale in a Reinsurance Risk Model and the Ruin Probability

鞅在一类再保险风险模型及其破产概率中的应用

The Equivalent Martingale Measures for the Stochastic Volatility Model

随机波动率模型的等价鞅测度