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

  • 英文缩写:SPDE
  • 英语全称:Stochastic Partial Differential Equation
  • 中文意思:随机偏微分方程
  • 中文拼音:suí jī piān wēi fēn fāng chéng
  • 相关领域spde 数学

Stochastic Partial Differential Equation的英文发音

例句

  1. 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.
  2. 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。
  3. From then on, BSDE is further studied and applied widely in stochastic control, partial differential equation ( PDE ), mathematical finance and economics.
  4. 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。
  5. 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.
  6. 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。
  7. Stochastic modeling, wavelet analysis and partial differential equation are the main mathematical research methods used in the field of modern image processing.
  8. 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。
  9. 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.
  10. 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。