1)quasi-martingale拟鞅
1.With quasi-martingale method,this paper solves an option pricing model in the fractional market,which makes original Black-Scholes equation as an special example.本文从股价收益的时变性和波动的长记忆性两个方面考虑,建立了分数O-U过程;接着在分数风险中性测度下,利用分数情形下的Girsanov定理获得了分数O-U过程的唯一等价测度;进而采用拟鞅(quasi-martingale)定价方法,得到了分数市场环境中的期权定价模型,使得布朗运动和O-U过程驱动的期权定价模型均成为其特例;最后用算例,验证了长记忆参数H是期权定价中不可忽略的因素。
2.In this paper, some inequalities are established between a p-quasi-martingale and its p-power function.建立了B值p-拟鞅与其P方函数的包括凸Φ-不等式在内的若干不等式,反过来用这些不等式刻划了Banach空间的凸性和光滑性;并建立了B值拟鞅变换的凸Φ-不等式,得到了UMD空间的刻划,推广和深化了已知鞅的相应结论。
3.Let 1quasi-martingale f=fnn≥0∈pHσαX, f can be decomposed into fn=sum form k∈Z to μkank(n≥0) and ‖f‖pHασ(X)+‖Rf‖α～inf(sum form k∈Z to μkα)1/α, where ak=(ank)n≥0(k∈Z) is a sequence of 1, α, ∞; p quasi-martingale atoms with supk∈Z‖ak*‖α<∞ and μkk∈Z∈lα are nonnegative numbers.设1拟鞅f=(fn)n≥0∈pHασ(X)存在分解fn=sum form k∈Z to μkank(n≥0),并且‖f‖pHασ(X)+‖R(f)‖α～inf(sum form k∈Z to μkα)1/α,这里ak=(ank)n5≥0(k∈Z)是一列(1,α,∞;p)拟鞅原子,并且在L1中收敛,supk∈Z‖ak*‖α<∞,(μk)k∈Z∈lα是非负实数列。
英文短句/例句
1.Some Laws of Large Numbers for Sequences of NA and B-valued Quasi-martingale Difference;NA和B值拟鞅差序列的几个大数定律
2.The Geometrical Properties of Banach Space and Convergence of B-valued MartingalesBanach空间的几何性质与B值复测度拟鞅的收敛性
3.The Modulus of Convexity of Quasi-Banach Space and Special Martingale Inequality;拟Banach空间上的凸性模与特殊鞅不等式
4.The Minimal Martingale Measure and Minimale Entropy Martingale Measure for Jump Diffusion Semimartingal;跳扩散半鞅的最小鞅测度与最小熵鞅测度
5.Tree martingale transforms and convergence of Vilenkin system树鞅鞅变换与Vilenkin系统收敛性
6.Atomic decompositions and density of finite martingales in martingale spaces鞅空间的原子分解与有限鞅的稠密性
7.Boundedness of Martingale Transforms on Weak Hardy Spaces of Martingales鞅变换算子在弱Hardy鞅空间上的有界性
8.The Burkholder-Gundy inequality of the universal Clifford martingale泛Clifford鞅的Burkholder-Gundy不等式
9.The Variance-Optimal Martingale Measure for Continuous Semimatingale on the Right Continuous Information Field右连续信息域下连续半鞅的方差最优鞅测度
10.Sharp Inequalities for the Integrable Difference and Integrable Conditional Difference of a Martingale;变差可积鞅及条件变差可积鞅的最优系数不等式
11.Martingale Operators and Atomic Decompositions of Weak Hardy Spaces of Vector-Valued Martingale Generated by Them鞅算子及其生成的向量值弱Hardy鞅空间的原子分解
12.More than3 years working experiences in adhesive or Electronics industry.暌陨辖赫臣粱虻缱有幸倒ぷ鞅尘啊
13.Three former Northwest Airlines pilots were convicted in Minneapolis of flying while intoxicated.磺拔鞅焙娇辗尚性狈杀慌凶
14.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
15.A Study on the Thought of Shang Yang's Defending and Fathering Bureaucracy Delict论商鞅预防和治理官吏犯罪的思想
16.Advance Research of Generalized Poisson Risk Model;广义Poisson风险模型的鞅分析
17.Precise Asymptotic in the Law of the Iterated Logarithm of PA and Martingale Difference Sequences;PA与鞅差序列重对数律的精确渐近性
18.The Application on Optimal Investment Strategy by Martingale;鞅分析及其在最优投资组合中的应用
相关短句/例句
quasi-martingales transform拟鞅变换
1.The article discusses not only the weak inequality of maximal function of quasi-martingales but also the convergence of quasi-martingales transforms.利用复测度鞅的相关结果,证明了关于复值函数Ψ的条件下,复测度拟鞅的弱型不等式及复测度拟鞅变换的收敛性。
3)quasimartingale space拟鞅空间
1.As a result,some quasimartingale inequalities are obtained,which are applied to investigate the relation between some B-valued quasimartingale spaces.定义了B值拟鞅原子,建立了相应的B值拟鞅原子分解定理,由此进一步讨论了拟鞅空间pΣα,pQα,Hα,pHα,Dα之间的嵌入关系,指出它们与值空间的几何性质密切相关。
4)Quisimartingale decomposition拟鞅分解
5)B valued quasi martingaleB值拟鞅
1.As applications of this inequality, the strong law of large numbers, the rates of convergence and integrability of the supremum function of B valued quasi martingales are also given.本文给出 B值拟鞅的概率不等式与集合不等式 ,并用它们刻划了 B空间的 p可光滑性及 q可凸性 ,作为应用 ,还证明了 B值拟鞅的强大数律 ,收敛速度及极大值函数的可积
6)p squasi martingalep-拟鞅
延伸阅读
鞅鞅不乐1.因不满意而很不快乐。鞅，通"怏"。
