例句與造句

1. is the purely discontinuous part of the quadratic variation process of L.
2. These differ from the formulas of standard calculus, due to quadratic variation terms.
3. An alternative process, the "'predictable quadratic variation "'is sometimes used for locally square integrable martingales.
4. If we want to go through the quadratic variation stuff for martingales, the representation theorem article is not the right place.
5. This uniquely defines, which is referred to as the " predictable quadratic variation " of " M ".
6. It's difficult to find quadratic variation in a sentence. 用quadratic variation造句挺難的
7. Its existence follows from the Doob Meyer decomposition theorem and, for continuous local martingales, it is the same as the quadratic variation.
8. Now, the random time you need ( or the process you need to integrate ), is defined exactly by the quadratic variation of the original martingale.
9. Otherwise, we could create some articles in order to cover this subjects : add info on quadratic variations article, etc, and then improve this article.
10. In order to assert the theorem, you need the martingale to have finite quadratic variation ( and of course, a . e . path should be continuous ).
11. Signals from scene points at different ranges therefore arrive at a planar array with different curvatures, resulting in signal phase changes which follow different quadratic variations across a planar phased array.
12. It differs from the standard result due to the additional term involving the second derivative of " f ", which comes from the property that Brownian motion has non-zero quadratic variation.
13. The dependence on the second derivative is a consequence of the non-zero quadratic variation of the stochastic process, which broadly speaking means that the process can move up and down in a very rough way.
14. This differs from what might be expected by comparison with the case where " X " is differentiable due to the existence of the quadratic variation term [ " X " ] in the solution.
15. He has, in collaboration with Ole E . Barndorff-Nielsen, Asger Lunde, and Neil Shephard, developed the realized kernel estimator that can estimate the quadratic variation in an environment with noisy high-frequency data, such as financial tick-by-tick data.
16. An alternative characterisation of the Wiener process is the so-called " L関y characterisation " that says that the Wiener process is an almost surely continuous martingale with " W " 0 = 0 and quadratic variation [ W _ t, W _ t ] = t.
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