quadratic variation造句
造句與例句
手機(jī)版
- Is the purely discontinuous part of the quadratic variation process of L.
- These differ from the formulas of standard calculus, due to quadratic variation terms.
- An alternative process, the "'predictable quadratic variation "'is sometimes used for locally square integrable martingales.
- If we want to go through the quadratic variation stuff for martingales, the representation theorem article is not the right place.
- This uniquely defines, which is referred to as the " predictable quadratic variation " of " M ".
- Its existence follows from the Doob Meyer decomposition theorem and, for continuous local martingales, it is the same as the quadratic variation.
- Now, the random time you need ( or the process you need to integrate ), is defined exactly by the quadratic variation of the original martingale.
- Otherwise, we could create some articles in order to cover this subjects : add info on quadratic variations article, etc, and then improve this article.
- In order to assert the theorem, you need the martingale to have finite quadratic variation ( and of course, a . e . path should be continuous ).
- 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.
- It's difficult to see quadratic variation in a sentence. 用quadratic variation造句挺難的
- 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.
- 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.
- 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.
- 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.
- 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.
- Many other proofs exist which apply similar methods but which avoid the need to use the Doob Meyer decomposition theorem, such as the use of the quadratic variation [ " M " ] in the It?isometry, the use of the Dol閍ns measure for submartingales, or the use of the Burkholder Davis Gundy inequalities instead of the It?isometry.
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