SPDE:随机偏微分方程
随机偏微分方程(Stochastic Partial Differential Equation,简称SPDE)是数学与科学领域中的重要概念,主要用于描述含有随机因素的偏微分方程。为便于学术交流与书写,该术语常缩写为SPDE,在概率论、物理建模及金融工程等学科中应用广泛。这一术语的缩写形式有效提升了专业文献中的表达与传播效率。
Stochastic Partial Differential Equation具体释义
Stochastic Partial Differential Equation的英文发音
例句
- Based on stochastic Fubini theorem, the Hopfield neural network system depicted by a stochastic partial differential equation is translated into a stochastic ordinary differential equation.
- 基于随机Fubini定理,将随机偏微分方程(SPDE)描述的Hopfield神经网络系统转化为用相应的随机常微分方程来描述。
- From then on, BSDE is further studied and applied widely in stochastic control, partial differential equation ( PDE ), mathematical finance and economics.
- 倒向随机微分方程在随机控制、偏微分方程、数理金融、经济等领域都有着广泛的应用。
- This paper mostly studies one of the valuations of floating strike price lookback options in a jump-diffusion model, by using the stochastic analysis, partial differential equation and general Ito formula.
- 本文利用随机分析,偏微分方程和广义Ito公式探讨了跳&扩散过程下的回望期权的定价问题。
- Stochastic modeling, wavelet analysis and partial differential equation are the main mathematical research methods used in the field of modern image processing.
- 现代图像处理领域中常用的数学研究方法主要包括随机建模、小波分析和偏微分方程。
- In order to analyze the effects of stochastic on the option prices, a new technique based on partial differential equation and characteristic functions was used to establish the closed-form pricing formula of European option model.
- 为了研究随机波动率对期权定价的影响,应用解偏微分方程与特征函数方法,建立了基于价格随机波动率的欧式买权定价模型。
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