Under the assumptiom that the price procee of risky asset is assumed to be a semimartingale under original probability measure, we prove existence and uniqueness of the locally risk-minimizing strategy.

我們?cè)陲L(fēng)險(xiǎn)資產(chǎn)的價(jià)格過(guò)程在原概率測(cè)度下為半鞅的假設(shè)下96在线观视频免费观看，證明了局部風(fēng)險(xiǎn)最小對(duì)沖策略的存在性和唯一性免费一级久久。

It was proved that under Lipschitz coefficients, the solutions of SDEs driven by Brownian motion or a continuous semimartingale form a stochastic homeomorphism flow.

在方程系數(shù)Lipschitz連續(xù)的條件下，由Brown運(yùn)動(dòng)或連續(xù)半鞅驅(qū)動(dòng)的隨機(jī)微分方程的解形成一隨機(jī)同胚流欧美精品在线性爱视频。

To begin with, we point changes of martingale measures can be replaced by the choice of numeriare, and improve the price process of the replicatable contingent claims is independent of the changes of numeriare, for a market under semimartingale model.

因?yàn)樘^(guò)程能描述市場(chǎng)中的突發(fā)事件對(duì)資產(chǎn)價(jià)格的影響A片免费网站一区二区，從而更符合大量金融統(tǒng)計(jì)數(shù)據(jù)規(guī)律。所以天天操天天，本文在假設(shè)資產(chǎn)服從一類(lèi)跳過(guò)程的情況下來(lái)討論期權(quán)的定價(jià)福利免费试看。

The exact expressions of minimal martingale measure and the minimal entropy martingale measure for jump diffusion semimartingale are gained,with the specific changes of intensity and density function processes in these measures.

在跳擴(kuò)散半鞅模型中，引進(jìn)了跳的強(qiáng)度過(guò)程與跳的概率密度函數(shù)過(guò)程欧美人和牲口杂交在线观看，研究了測(cè)度變換對(duì)跳的強(qiáng)度與密度函數(shù)過(guò)程引起的變化欧美亚洲另类图片、研究了跳擴(kuò)散半鞅的最小鞅測(cè)度與最小熵鞅測(cè)度。

In Chapter 3 Firstly, the exponential stability in mean square and almost sure exponential stability for neutral stochstic neural networks with time-varying delay can be discussed by using the linear matrix inequality and the semimartingale convergence theorem; And our sufficient conditions are less conserative; Secondly, by utilizing the fixed point theorem, some sufficient and necessary conditions ensuring the asymp- totic stability in mean square for neutral stochastic neural networks with time-varying delays can be given.

第三章首先，利用線性矩陣不等式方法和半鞅收斂定理草草影院欧美一区，考慮了一類(lèi)具變時(shí)滯中立型隨機(jī)神經(jīng)網(wǎng)絡(luò)的二階矩指數(shù)穩(wěn)定性和幾乎必然指數(shù)穩(wěn)定性不卡免费黄色小视频，所得到的條件保守性要好；其次看av在綫，采用不動(dòng)點(diǎn)方法亚洲中久久久久久精品国产，給出了具變時(shí)滯中立型隨機(jī)神經(jīng)網(wǎng)絡(luò)的二階矩漸近穩(wěn)定性的充要條件。

semimartingale：半

semimajorant 半強(qiáng)函數(shù) | semimartingale 半 | semimean axis 半中軸

exponential semimartingale：指數(shù)半鞅

指數(shù)平滑法:exponential smoothing | 指數(shù)半鞅:exponential semimartingale | 指數(shù)衰減:exponential decay