On markov property of the risk reserve processes and continuous - time risk models with discete - type inter - arrival times 盈余过程的马氏性与索赔到达间隔分布为离散型的连续时间风险模型
Third we suppose that the effect of the break - down is delayed . usually , we can say that the process is markov process if the durations of working and repair have negative - exponentials , so we take the markov process as the original system , the system set up by modeling as the new system . new systems have not the markov properties , which is worth to study 因为通常假设部件的工作与维修时间的随机变量是服从指数分布的,因此可以用马尔可夫过程来描述系统,但是,在建立模型之后的系统,称为新系统,不具有马尔可夫性,因此这个新系统的可靠性指标的给出就成为一个值得研究的问题。
The introduction black - scholes models still assumed , namely the introduction of modern process ( wiener process , also called brownian motion ) to save the stock yield random fluctuations , weak markets and the effectiveness of the use of consistent share of the techniques ( ( markov property ) to describe the stock price change random process , the use of risk - neutral pricing theory through the analysis of the nature of asset price process martingale , established european style to the value of stock options with mathematical models 本文仍然引入black - scholes的模型假定,也即引入维纳过程( wienerprocess , alsocalledbrownianmotion )来刻画股票收益率的随机波动,采用与弱型市场有效性相一致的股价的马尔可夫性( markovproperty )来描述股票价格变化的随机过程,运用风险中性定价理论,通过分析资产价格过程鞅的性质,建立了欧式再装股票期权价值的数学模型。
For quantitative analysis of the combat platform fire application , the markov chain model of combat platform with reciprocal striking , hasty break through and shooting to dense target is studied by setting up markov chain which state and time are discrete according to the markov property in this process 摘要针对定量分析战斗平台火力运用问题,根据该过程所具有的马尔可夫性特点,将其描述为状态离散、时间离散的马尔可夫链,由此研究了一对一格斗、仓促突破战斗、对密集目标群射击等情况下的马尔可夫链模型。
Its main idea is as follows : firstly , represent the solution of the dirichlet problem as the stochastic representations . then subdivide the boundary of the domain and make the problem discretized . sequently , use the strong markov property and the distributions of the time and place of hitting spheres for brownian motion or brownian motion with drift , and construct an auxiliary ball for the domain 基本思路:先将dirichlet问题的解用随机表达式表示;随后在定解区域边界上进行剖分,将问题离散化;接着利用布朗运动、漂移布朗运动等过程的强马尔可夫性以及它们的球面首中位置或首中时分布,对定解区域构作一个辅助球,从而求得离散化了的问题的解。
百科解释
In probability theory and statistics, the term Markov property refers to the memoryless property of a stochastic process. It is named after the Russian mathematician Andrey Markov.