The thesis discusses the Wiener chaos decomposition model of the term structure of interest rate and its applications to the pricing of interest rate derivatives.
本文主要讨论的是利率期限结构的维纳混沌分解模型及其在利率衍生证券定价中的应用，这一方法是由Hughston和Rafailidis最近提出的，文中讨论围绕着这一模型展开，第一章综述了利率期限结构的发展并给出了下面将要用到的一些基础知识，第二章介绍了一般的无套利的正利率模型，在这一模型中，债券价格系统是由维纳过程驱动的，第三章在Hilbert空间L~2(Ω，F，P)中引入了维纳混沌分解，并给出了这一分解的具体构造，第四章中把第一和第二混沌分解应用到利率模型中，给出了零息债券价格的表达式，最后一章介绍了第二维纳混沌模型的乘积分解在利率衍生证券定价中的应用，得出了标的物为债券的期权、利率上限、利率下限及互换期权的价格的闭型解。
Using the direct perturbation technique,a general unstable chaotic solution was obtained of the Bose-Einstein condensates trapped in one-dimensional tilted optical lattice potential.
运用直接微扰方法求得一维斜光格子势阱中囚禁Bose-Einstein凝聚体的混沌解,并绘出和研究了该系统的动力学相图。
By using Melnikov’s method, it is theoretically proved that Melnikov integral has simple zero, and the system has homoclinic chaotic solution, and the system output chaos when the system parameters satisfy certain conditions.
利用Mel'nikov方法,从理论上证明了当系统参数满足一定条件时,Melnikov积分M(to)有简单零点,这时系统有homoclinic混沌解,也即锁相鉴频系统有混沌输出,同时给出了混沌产生的区域。
The equilibrium solution,the periodic solution and chaotic solution of averaging equations are examined in this paper.
本文对平均方程的稳态解、周期解以及混沌解进行了研究。
Effects of different thermal backgrounds on urban rainfall(rainstorm) (Ⅱ): chaos analysis in time series data of rainfall;
不同热力背景对城市降雨(暴雨)的影响(Ⅱ)──降雨时序的混沌分析
The properties and components of pressure fluctuation signals in coarse circulation fluidized bed was researched by power spectrum analysis,R/S analysis and chaos analysis.
应用功率谱分析法、R/S分析法及混沌分析法对大颗粒循环流化床压力波动信号的性质和组成进行了研究。
The properties and components of pressure fluctuation signals in gas solid fluidized bed was dissected quantitatively by using power spectrum analysis,R/S analysis and chaos analysis.
应用功率谱分析、R/S分析、混沌分析等对气固流化床压力波动信号的性质、组成进行了定量解剖。
This paper introduces the modern methods for biomedical signal processing,the methods of which include biomedical signal detection, filtering; and biomedical signal analysis by means of frequency analysis, wavelet analysis, chaotic analysis and neural network analysis,and discusses in detail their contents, characters and applications.
这些方法包括生物医学信号的检测、滤波、频谱分析、小波分析、混沌分析和神经网络分析,对这些方法的内容和性质作了具体分析并讨论了它们的应用。
Combined with the chaos theory and artificial neural networks,this paper presents a BP neural networks model based on chaotic analysis in the phase space.
结合混沌分析理论和BP神经网络,提出在混沌相空间建立BP神经网络模型。
The parametric analyses include ARMA model, fractal dimension, and chaotic analysis for detecting weak signals in strong noise environments.
参数化分析方法有ARMA模型、分形维数计算及用于判别微弱信号存在性的混沌分析法等 ;非参数化方法即谱分析方法 ,包括传统的DFT谱方法及在此基础上的提高频率分辨能力 (如AR功率谱 )和时频联合分析 (小波分解、Wigner谱 )等内容。
Chaos Solution of Torus van der Pol Equation Using Visualization Computing
环面上vanderPol方程混沌解的可视化计算
Simulation studies on chaos demodulation of weak BPSK signal based on Simulink tools
基于Simulink的微弱BPSK信号混沌解调仿真研究
Harmonics and Bifurcations of Harmonics and Chaos in Duffing Equation;
Duffing方程的谐波解和谐波解分支及混沌
Transformation from Chaos to Quasi-perodic Solution in GOY Shell Model;
GOY壳模型中混沌到准周期解的转变
Dynamic Key Encryption and Decryption Algorithm Based on Chaos Theory;
基于混沌理论的动态密钥加解密算法
Complexity of physical education as seen from chaos theory;
混沌论视野中的体育教学复杂性解读
Research of Image Encryption/Decryption Algorithm Based on Logistic Chaos
基于Logistic的混沌加/解密图像算法研究
Hybrid Chaotic Differential Evolution Algorithm for Location Management Problem of Mobile Computing
解决位置管理问题的混沌混合差分进化算法
Schweizer-Smital chaos and Ruelle-Takens chaos
Schweizer-Smital混沌与Ruelle-Takens混沌
Simulation of Digital Image Encrypt and Decrypt based on Compound Chaotic Maps
基于混沌复合映射的数字图像加解密仿真研究
Research on Modulation and Demodulation Technology of Chaotic Secure Communication System;
混沌保密通信系统的调制与解调技术研究
A Chaos Optimization Algorithm for Solving the Nonlinear Equations;
一种求解非线性方程组的混沌优化算法
From chaos to order: an explanation of insight by self-organization theory;
从混沌到有序:用系统自组织理论对顿悟的解读
Research on Video Security Codec Algorithm Based on Chaotic Cryptography
基于混沌密码学的视频安全编解码算法研究
MP Based Sparse Decomposition of Signals by Chaos Optimization
利用混沌优化实现基于MP的信号稀疏分解
Video Zero Watermarking Based on Combining Singular Value Decompose with Hyperchaos
奇异值分解和超混沌加密相结合的视频零水印
A De-correlation Algorithm Based on Chaos Adaptive Mutation PSO Optimization
基于混沌自适应变异粒子群优化的解相干算法
Generalized XOR Classification Solution Using Neural Networks Ensemble Based on Chaos Searching
混沌搜索神经网络集成求解广义异或分类问题
