伊藤引理
- 网络ito lemma;Itos Lemma;Itô Lemma
伊藤引理-
本文利用伊藤引理和滤波原理，对指数价格进行一定的折旧修正和嘈声滤波，使得物业价格动态方程具有可测性。
According to Ito Lemma and Filtering theory , the property price dynamic process is adjusted based on the price index , and so it can be observed .
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本文介绍了动态规划及其基本方程贝尔曼方程，然后应用贝尔曼方程和处理不确定性问题的基本引理伊藤引理，阐释了一个著名的不可逆性投资模型及其现实应用，由此抛砖引玉，推进该领域的研究。
In this paper , the dynamic programming method and Bellman equation are introduced , and then Bellman equation and Ito lemma are used to introduce a famous irreversible investment model .