节点文献
一个布朗运动最佳时机的选择
THE CHOICE OF THE OPTIMAL TIME OF A BROWNIAN MONTION
【摘要】 本文进一步讨论了文献所给出的布朗运动模型的最佳时机的选择问题,并用随机游动模型作为有趋势布朗运动的近似,给出了对应随机模型的最佳时机,其思想方法是有实际意义的.
【Abstract】 This paper dicusses further the choice of the optimal time of a Brownian motion put by artical[1].The iptimal time of a Brownian motion with drift which is approximated by the random walks is discussed again and the optimal time is given.The method of this paper is useful to solving some practical problems.
- 【文献出处】 数学的实践与认识 ,Mathematics In Practice and Theory , 编辑部邮箱 ,1996年03期
- 【分类号】O211.9
- 【下载频次】65