stochastic calculus oor Sjinees
stochastic calculus
Vertalings in die woordeboek Engels - Sjinees
随机分析
Geskatte vertalings
Vertoon algoritmies gegenereerde vertalings
voorbeelde
Advanced filtering
Voorbeelde moet herlaai word.
Thus, for example, while a financial economist might study the structural reasons why a company may have a certain share price, a financial mathematician may take the share price as a given, and attempt to use stochastic calculus to obtain the corresponding value of derivatives of the stock (see: Valuation of options; Financial modeling; Asset pricing).
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It contains pieces of what we now call stochastic calculus, including a version of Ito 's formula.
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In 1974, the year he retired and was made Professor Emeritus at Virginia, McShane published Stochastic calculus and stochastic models which again reflected his work on the mathematical setting for quantum mechanics.
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Although Ito first proposed his theory, now known as Ito's stochastic analysis or Ito's stochastic calculus, about fifty years ago, its value in both pure and applied mathematics is becoming greater and greater.
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Calculation using the "Ito calculus" is common not only to scientists in physics, population genetics, stochastic control theory, and other natural sciences, but also to mathematical finance in economics.
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McShane is famous for his work in the calculus of variations , Moore-Smith theory of limits, the theory of the integral, stochastic differential equations , and ballistics.
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6 sinne gevind in 4 ms. Hulle kom uit baie bronne en word nie nagegaan nie.