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抽奖问题中一类概率微分模型
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作者 韦原奉 《河池师专学报》 2001年第2期86-88,共3页
本文以时间为变量 ,讨论在抽奖活动中 ,在 (0 ,t)时间区间内 ,一位抽奖人获得K张中奖票的概率。这是一个概率问题 ,但用微分方程解决 。
关键词 抽奖问题 概率微分模型 中奖概率 时间变量 微分方程 赌博
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概率度量理论在分析概率论中的应用 被引量:2
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作者 郭进利 周炜 《上海理工大学学报》 EI CAS 北大核心 2005年第6期523-529,共7页
把文献[1]中的引理推广为分析概率论中有用的极限定理,改进了文献[1]的主要结果及简化了其证明过程,并获得了一个在概率微分方程理论中有重要应用的实用概率度量空间;给出了随机线性泛函延拓定理的应用;建立了概率微分方程解的局部存... 把文献[1]中的引理推广为分析概率论中有用的极限定理,改进了文献[1]的主要结果及简化了其证明过程,并获得了一个在概率微分方程理论中有重要应用的实用概率度量空间;给出了随机线性泛函延拓定理的应用;建立了概率微分方程解的局部存在性定理. 展开更多
关键词 概率度量空间 E-PN空间 概率微分 概率可积 概率微分方程
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双边敲出障碍期权定价模型 被引量:8
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作者 刘国买 邹捷中 《经济数学》 2003年第4期31-37,共7页
本文针对经理通过操纵股价牟利和非公司经营业绩下滑 ,股价下跌给经理期权收益造成损失两方面的问题 ,提出采用限制股票价格变化的方式 ,计算经理股票期权收益 ,构建了双障碍敲出期权用于经理激励 ,并给出了与 Black- Scholes公式的对... 本文针对经理通过操纵股价牟利和非公司经营业绩下滑 ,股价下跌给经理期权收益造成损失两方面的问题 ,提出采用限制股票价格变化的方式 ,计算经理股票期权收益 ,构建了双障碍敲出期权用于经理激励 ,并给出了与 Black- Scholes公式的对比分析 . 展开更多
关键词 经理报酬 双障碍期权 定价模型 股票价格 BLACK-SCHOLES公式 概率微分方程
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某些随机变数在有限区間上的分布律
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作者 潘捷建 《华中师院学报(哲学社会科学版)》 1959年第2期73-89,共17页
一、前言在数理统计学中,为了研究某一类型的随机变数的分布规律时,必须确定它的概率分布函数。在实际工作中,当我们对某一类型的随机变数进行了n次观测(或实验)的结果,并且由这部分变数值的规律去推断其全体的规律时,概率分布函数的选... 一、前言在数理统计学中,为了研究某一类型的随机变数的分布规律时,必须确定它的概率分布函数。在实际工作中,当我们对某一类型的随机变数进行了n次观测(或实验)的结果,并且由这部分变数值的规律去推断其全体的规律时,概率分布函数的选配,成为数理统计方法中不可缺少的一部分。如果函数选配得适宜,那它将科学地反映了这一类型随机变数的分布规律,因而能得出科学的推论,否则,那将是得到不准确或错误的结果。现有的概率线(这里称概率微分分布函数的几何图象为概率线)并不多。 展开更多
关键词 随机变数 分布规律 实际工作 分布律 概率分布函数 概率线 概率微分 选配 物理意义 确定
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A detailed study on stereodynamics of He+H_2^(+)(v=1,j=1) reaction with quasi-classical trajectory calculations 被引量:1
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作者 LIU XinGuo ZHAO LianQing ZHANG QingGang 《Science China(Physics,Mechanics & Astronomy)》 SCIE EI CAS 2012年第3期436-442,共7页
Calculations of He+H2+ (v=l,j=l) reaction system are carded out on a new potential energy surface (PES) at different collision energies with the quasi-classical trajectory (QCT) method. The results of the reaction pro... Calculations of He+H2+ (v=l,j=l) reaction system are carded out on a new potential energy surface (PES) at different collision energies with the quasi-classical trajectory (QCT) method. The results of the reaction probability and the cross section curves show an obvious oscillatory structure attributed to the resonances caused by the potential well of the Hell2+ complex. The three angular distributions P(θr), P(φr) and P(θr,(φr) as well as four polarization dependent differential cross sections (PDDCSs) are calculated, respectively. Results indicate that the collision energy has great influence on both the vector correlation of k-k', k-j', k-k'-j' and the PDDCSs of the title reaction. The rotational polarization of product Hell+ presents diverse characteristics at dif- ferent collision energies. The rotational angular momentum vectorsj' of product are both aligned and oriented. Furthermore, the product Hell+ tends to scatter forward correspondingly as the collision energy increases. 展开更多
关键词 QCT PDDCS vector correlation rotational polarization
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SEMI-LINEAR SYSTEMS OF BACKWARD STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS IN R^n 被引量:2
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作者 TANGSHANJIAN 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2005年第3期437-456,共20页
This paper explores the diffeomorphism of a backward stochastic ordinary differential equation (BSDE) to a system of semi-linear backward stochastic partial differential equations (BSPDEs), under the inverse of a stoc... This paper explores the diffeomorphism of a backward stochastic ordinary differential equation (BSDE) to a system of semi-linear backward stochastic partial differential equations (BSPDEs), under the inverse of a stochastic flow generated by an ordinary stochastic differential equation (SDE). The author develops a new approach to BSPDEs and also provides some new results. The adapted solution of BSPDEs in terms of those of SDEs and BSDEs is constructed. This brings a new insight on BSPDEs, and leads to a probabilistic approach. As a consequence, the existence, uniqueness, and regularity results are obtained for the (classical, Sobolev, and distributional) solution of BSPDEs.The dimension of the space variable x is allowed to be arbitrary n, and BSPDEs are allowed to be nonlinear in both unknown variables, which implies that the BSPDEs may be nonlinear in the gradient. Due to the limitation of space, however, this paper concerns only classical solution of BSPDEs under some more restricted assumptions. 展开更多
关键词 Semi-linear system of backward stochastic partial differential equation Backward stochastic differential equation Stochastic differential equation Probabilistic representation Stochastic flow
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Stationary Response of Lotka-Volterra System with Real Noises 被引量:1
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作者 戚鲁媛 徐伟 高维廷 《Communications in Theoretical Physics》 SCIE CAS CSCD 2013年第4期503-509,共7页
A stochastic version of Lotka-Volterra model subjected to real noises is proposed and investigated. The approximate stationary probability densities for both predator and prey are obtained analytically. The original s... A stochastic version of Lotka-Volterra model subjected to real noises is proposed and investigated. The approximate stationary probability densities for both predator and prey are obtained analytically. The original system is firstly transformed to a pair of It6 stochastic differential equations. The It6 formula is then carried out to obtain the It6 stochastic differential equation for the period orbit function. The orbit function is considered as slowly varying process under reasonable assumptions. By applying the stochastic averaging method to the orbit function in one period, the averaged It6 stochastic differential equation of the motion orbit and the corresponding Fokker-Planck equation are derived. The probability density functions of the two species are thus formulated. Finally, a classical real noise model is given as an example to show the proposed approximate method. The accuracy of the proposed procedure is verified by Monte Carlo simulation. 展开更多
关键词 real noise It5 stochastic differential equation ECOSYSTEM stochastic averaging method
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Macro and micro issues in turbulent mixing
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作者 MELVIN J KAUFMAN R +3 位作者 LIM H KAMAN T RAO P GLIMM J 《Science China(Technological Sciences)》 SCIE EI CAS 2013年第10期2355-2360,共6页
Numerical prediction of turbulent mixing can be divided into two subproblems: to predict the geometrical extent of a mixing region and to predict the mixing properties on an atomic or molecular scale, within the mixin... Numerical prediction of turbulent mixing can be divided into two subproblems: to predict the geometrical extent of a mixing region and to predict the mixing properties on an atomic or molecular scale, within the mixing region. The former goal suffices for some purposes, while important problems of chemical reactions(e.g. flames) and nuclear reactions depend critically on the second goal in addition to the first one. Here we review recent progress in establishing a conceptual reformulation of convergence, and we illustrate these concepts with a review of recent numerical studies addressing turbulence and mixing in the high Reynolds number limit. We review significant progress on the first goal, regarding the mixing region, and initial progress on the second goal, regarding atomic level mixing properties. New results concerning non-uniqueness of the infinite Reynolds number solutions and other consequences of a renormalization group point of view, to be published in detail elsewhere, are summarized here.The notion of stochastic convergence(of probability measures and probability distribution functions) replaces traditional pointwise convergence. The primary benefit of this idea is its increased stability relative to the statistical "noise" which characterizes turbulent flow. Our results also show that this modification of convergence, with sufficient mesh refinement, may not be needed. However, in practice, mesh refinement is seldom sufficient and the stochastic convergence concepts have a role.Related to this circle of ideas is the observation that turbulent mixing, in the limit of high Reynolds number, appears to be non-unique. Not only have multiple solutions been observed(and published) for identical problems, but simple physics based arguments and more refined arguments based on the renormalization group come to the same conclusion.Because of the non-uniqueness inherent in numerical models of high Reynolds number turbulence and mixing, we also include here numerical examples of validation. The algorithm we use here has two essential components. We depend on Front Tracking to allow accurate resolution of flows with sharp interfaces or steep gradients(concentration or thermal), as are common in turbulent mixing problems. The higher order and enhanced algorithms for interface tracking, both those already developed, and those proposed here, allow a high resolution and uniquely accurate description of sample mixing problems. Additionally, we depend on the use of dynamic subgrid scale models to set otherwise missing values for turbulent transport coefficients, a step that breaks the non-uniqueness. 展开更多
关键词 stochastic convergence turbulent mixing renormalization group dynamic subgrid scale models
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