Sampling methods for common distributing random numbers and the samples of random fields are proposed . combining the monte - carlo simulation technique with the one - dimensional discretization finite element method , the monte carlo - finite element method for stochastic analysis and the reliability computation of thin - walled box girders are proposed in this thesis 建立了几种常用分布随机数以及随机场随机样本的产生方法;将蒙特卡罗数值模拟与薄壁箱梁一维离散有限元法相结合,提出了薄壁箱梁随机分析和可靠度计算的蒙特卡罗有限元法。
A dynamic input - output model with random consumption vector s ( t , ) , random consumption coefficient matrix and random investment coefficient matrix which the time lag is one has been discussed . by means of modern stochastic analysis and markov process , it has been proved that the random dynamic input - output model does not have a balanced growth solution 对具有随机消费向量s ( t , ) ,随机投入产出消耗系数矩阵、随机投资系数矩阵的动态模型,利用现代概率分析、马氏过程等工具,证明了其经济稳定增长解不存在的结论
On what has been discussed in chapter two , chapter three takes the varied situations when the deposit and loan interest rate changes into consideration . by employing the dynamic programming principle and the stochastic analysis theory , the optimum strategy can be achieved through hjb equation corresponding to the control question 第三章在第二章讨论的基础上考虑借贷利率不同时的情况,利用动态规划原理与随机分析方法,最优策略可以通过控制问题对应的hjb方程求得。
By means of mathematical tools such as martingale theory and stochastic analysis , this paper shall mainly study many option pricing problems in financial economy , attempts to extend and innovate some of these conclusions , and try to obtain some better conclusions or the results which are easy to operate and instructive to financial practice 本论文主要致力于金融学中若干期权定价问题的研究,运用鞅论、随机分析等数学工具,尝试推广和创新其中的某些结论,试图得到更好的或对金融实践具有指导意义并且易于操作计算的结果。
In general , the method used is easier than that of optimization under restrict condition . some exceptions are in chapter vffl - finite period equilibrium method , chapter dc - stochastic analysis and chapter x - dynamic analysis . this thesis falls into three parts and fifteen chapters 在数理分析方面,文章力求避免使用较复杂的工具进行相关研究,一般难度不超过约束条件下求最大化,只是在第8章的有限界期均衡分析、第9章中的随机分析及第10章的动态分析中有些例外。
The non - renewable resources is introduced into the production function , this paper formulated the optimum decision - making model of social planer , used the stochastic analysis method , analyzed optimum decision - making which the social planer about the expense and the non - renewable resources utilize under the indefinite condition , and obtained the optimum storage quantity of capital demonstration way and the density of stability distribution , and give the policy meaning of the model 摘要将不可再生资源引入生产函数构建了一个社会计划者的最优决策模型,运用随机分析方法,分析了不确定条件下社会计划者关于消费和不可再生资源利用的最优决策,得到了最优资本存量的显示路径及稳态分布密度,并给出了模型的政策含义。