连续时间模型

用离散时间测量决定线性连续时间模型参数。给出了Mariner标准模型和一艘渔轮的辨识结果，井与标准的Nomoto及，T计算结果进行了比较，结果令人满意。

The parameters of a continuous time model are determined by using discrete time measurements , The identification results from a Mariner model and a fishing vessel show good agreement with those from the Nomoto 's method .

持有成本模型，连续时间模型、区间定价模型均的理论基础都是以无套利方法模拟现金流。

The basic theory of holding costing model , Continuous time model , and Interval price model are the same . They all use the way : no arbitrage method simulated cash flow .

自七、八十年代以来，CAPM从单期发展到多期，又从多期发展到连续时间模型。

From 1970s then on , CAPM is developed from single period to intertemporal , and from it to multiperiod model .

在考虑系统扰动基础上，建立了更具一般性的多输入多输出线性NCS连续时间模型。

A general continuous model of multiple inputs and multiple outputs ( MIMO ) linear networked control system is built , considering system disturbance .

采用具有控制约束的状态反馈控制器，建立多输入多输出闭环NCS的连续时间模型。进而，利用Lyapunov第二法，研究多输入多输出NCS时延相关的稳定性问题。

Using the state feedback controller with control constrains , the continuous-time model of MIMO closed-loop NCS has been set up . Furthermore , the delay-related stability issue of MIMO NCS has been studied using Lyapunov second method .

本文针对一类分布式多输入多输出时延NCS，在建立闭环NCS的连续时间模型的基础上，研究其时延相关的稳定性条件。

In this paper , for a class of distributed multi input multi output ( MIMO ) delay NCSs , the delay-related stability conditions have been studied on the basis of the continuous-time model building of closed-loop NCS .

总结了在过去30年中金融资产收益连续时间模型的发展及主要成果，讨论了迄今连续时间模型参数估计的主要方法，其中特别讨论了MCMC方法；

Firstly , this paper surveys and assesses the development and main fruits of continuous-time equity return models during the last 30 years . Then it discusses the estimation methods of these models , and mainly studies the McMC method .

在连续时间模型中最典型的是复合泊松模型，于1905年由Lundberg所创立。本文从以下三个方面进行了研究：一是用更一般的点过程Cox过程代替泊松过程来描述理赔次数；

Among the continuous-time risk models , the most classic one is compound Poisson model , founded by Lundberg in 1905.the article generalize it from the flowing three aspects : firstly we replace Poisson process with general stochastic dot process for example Cox process to describe the claim number .

连续时间模型在金融领域中具有广泛的应用。

The continuous-time models can be applied a lot when studying finance .

连续时间模型参数的一种直接估计方法

A direct parameter estimation procedure for continuous time models

基于此，本文以贝叶斯原理为工具分析了资产收益的连续时间模型。

Bayes theory was used to analyze Continuous-time models .

一种并行机多产品厂短期调度连续时间模型

Continuous time model for short term scheduling of multi-product plant with parallel lines

长期投资组合的连续时间模型

Continuous Time Models for Long Run Portfolios

本文建立了一个连续时间模型，用于分析不确定条件下环境政策的时机选择。

This paper uses a continuous-time model to illustrate an optimal timing problem of environmental policy under uncertainty .

方法通过贲门癌预后的实例说明神经网络的连续时间模型与离散时间模型的使用。

Method Three approaches have been illustrated how to fit survival model for carcinoma of the gastric cardia .

本文方法可同时求得系统连续时间模型的未知参数和时延时间。

The unknown parameters and delay time of system models can be obtained at the same time by the method .

先用欧拉法对连续时间模型进行离散化，并依据得到的欧拉近似模型在离散时间设计观测器反馈项；

The continuous-time model of the plant is discretized by Euler 's method and the observer feedback item is designed in discrete-time .

在连续时间模型的假设条件下，研究了农产品价格服从伊藤随机过程的数学期望及方差问题。

We study the continuous-time model on the expectation and variance of farm-product ′ s price , which follows an ITO stochastic process .

在此基础之上，研究了多输入多输出的线性网络控制系统的连续时间模型，此模型中包含有多个网络延时。

On the basis of that , a continuous-time model of multi-input and multi-output linear networked control systems is derived which includes several network induced time delays .

在连续时间模型假设下，研究风险资产价格服从一个带有随机方差几何布朗运动的最优消费和投资问题。

Under the assumption continuous-time model , this paper researches the optimal consumption and investment decision problem when the risk assets prices follow geometric Brownian motion with stochastic volatility .

本文提出一种在频率域内直接估计随机动态系统的连续时间模型参数的快速迭代算法。

In this paper , a direct procedure for estimating the parameters of a continuous-time model of a dynamical stochastic system is presented . It is a fast interative algorithm in frequency domain .

在金融数学中，已经有大量的文献研究连续时间模型估计问题，但有关连续时间模型设定方面的工作却相对较少。

In mathematical finance , there has been a large number of literature on the estimation of the continuous-time models , however , there is relatively little effort on specification analysis for continuous-times models .

并且将认知系统建模成6状态的连续时间马尔可夫模型，提出了一种基于业务区分的频谱接入策略，以实现对不同类别QoS需求的差异化频谱接入。

Then , a six states continuous time Markov model is built for cognitive systems . A service-based spectrum access strategy is proposed to achieve different ways to access the band for different QoS demands .

在第6章，我们考虑了一个连续时间风险模型，并利用更新理论技巧研究了一个广义Gerber-Shiu函数。

In Section 6 , we consider a continuous time risk model and study a generalized Gerber-Shiu function by using some techniques in renewal theory .

连续时间折扣模型最优策略的结构

Structure of Optimal Policy for Continuous Time Discounted Markov Decision Model

本文从金融资产组合的视角在连续时间动态模型框架下研究了投资型寿险需求的规律。

This dissertation examines the demand for investment life insurance in the portfolio of finance assets , using the continuous-time dynamic models .

第一章引言部分对风险理论及其发展作了简短回顾，并说明了讨论保险公司索赔到达间隔服从亏时几何分布的连续时间风险模型的意义。

In Chapter 1 , we briefly reviewed the Risk Theory and its development . And the significance about this paper was expressed .

在第7章，我们考虑一个连续时间风险模型，其中当盈余为负值时公司可以借钱继续经营。

In Section 7 , we consider a continuous time risk model , where the company is allowed to borrow money to continue its operation when the surplus becomes negative .

连续时间参数模型是描述系统动力学特征的最佳方法，而连续时间模型直接辨识法是动力学系统的最佳辨识法。

Continuous time parameter model is the best way to describe the system dynamic characteristics , and direct identification method for continuous-time model is the best identification method for dynamical systems .

在期权定价理论中，美氏卖权定价问题是相当重要又是相当复杂的，迄今还未找到恰当的美氏卖权连续时间定价模型和紧凑的定价公式。

The American put valuation problem is very important and complicated in the Option Pricing Theory ( OPT ), and so far the appropriate continuous-time pricing model and compact valuation formula for the American put option have not been found .