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martingale

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martingale n.馬頷韁；鞅； 【造船】第二斜桅的下方支索；輸后加倍下...

n. 馬頷韁；鞅； 【造船】第二斜桅的下方支索；輸后加倍下注的賭法。 “martingale backstay“ 中文翻譯：   首斜桁撐桿后支索“martingale-stay“ 中文翻譯：   船首斜桁撐桿支索“ring martingale“ 中文翻譯：   下吊嚼“martingal“ 中文翻譯：   n. 馬頷韁；鞅； 【造船】第二斜桅的下方支索；輸后加倍下注的賭法。 “martinfeld“ 中文翻譯：   馬丁費爾德“martinganca“ 中文翻譯：   馬丁甘薩“martinez valero“ 中文翻譯：   巴雷羅球場“martingy les gerbonvaux“ 中文翻譯：   馬蒂尼萊熱邦沃“martinez gilberto“ 中文翻譯：   馬丁內斯“martingy ville“ 中文翻譯：   馬蒂尼城“martinez formation“ 中文翻譯：   馬丁內斯組

martini

The analysis involves martingale theory , optimal stopping , stochastic control problem and convex analysis . as for the general incomplete financial market , the upper - and lower - hedging prices of arbitrage - free interval are obtained . the quisimartingales decomposition has been proved 借助于鞅論，最優停時，隨機控制和凸分析等理論與方法，就一般的非完備金融市場，未定權益的估值得以研究，并且我們求出了上、下保值價格。

In this paper , we introduce the difinition of vector - valued random power series on the unit ball of c “ , and get the extension of salem - zygmund theorem by martingale and proof the convergence of vector - valued random power series 本文引入了c ~ n單位球上的向量值隨機冪級數的定義，并且利用鞅推廣了salem - zygmund定理，證明了向量值隨機冪級數的收斂性質，隨后，本文給出了向量值隨機冪級數屬于向量值hardy空間的充分條件。

Based on some non - attainable contingent claims which present prices are known in the incomplete markets , the paper provides more investment opportunities to the investers , then modifies the expression of martingale representation theorem , so that the inner risk is reduced 摘要利用不完備市場中有限個當前價格已知的不可獲得或有權益來增加投資者投資機會，從而改進鞅表示定理的形式，達到減小內部風險的目的。

Finally , the concept of set - valued martingale is given , and some properties of set - valued martingale is given , and the relationship between set - valued martingale and set - valued brown motion is given and proved : a set - valued brown motion is a set - valued martingale 最后本文首先給出了集值鞅的定義，討論了集值鞅的幾個性質，給出了集值布朗運動與集值鞅之間的關系，證明了集值布朗運動是一個集值鞅。

Provided that stock price process is a jump - diffusion process , the rate of return and the volatility are functions of time , the pricing formula of exponential european jump option can be obtained with the principle of equivalent martingale measure 摘要假定股票價格過程服從跳躍擴散過程，且無風險利率，股票收益率、波動率均為時間函數，利用等價鞅測度方法得出了支付函數為冪型的歐式期權定價公式。

These results “ generalize the corresponding results in [ l ] and [ 2 ] . second , complete convergence of gn ( t ) and n are studied , these results have not been investigated by fan [ 1 ] and correctly proved in [ 2 ] , when random errors are martingale difference sequences 其次，我們亦得到了， _ n的完全收斂性這一新的結果，而這是fan中未有的，閆在在等人在誤差為鞅差時亦未能正確證明這點。

This paper studies the nonparametric estimates of general weight function of the nonparametric regression function with fixed design points , when the model error is martingale sequence , and we give the optimal convergence rate under some conditions 摘要當誤差為鞅差序列時，研究固定設計點列情形下非參數回歸函數一般權函數的非參數估計，并在一些基本條件下給出了估計的一致最優強收斂速度。

Abstract : in this paper , we investigate laws of large numbers of weighted sums of real - valued martingale differences . it is obtained that the sufficient conditions for weighted sums of real - valued martingale difference sequence satisfying the strong and weak law of large numbers 文摘:研究了實值鞅差序列配重和的大數定律，得到了實值鞅差序列配重和的強、弱大數定律成立的充分條件

Martingale is the way to transfer the assets from a circumstance full of risks , called p measure , to a circu mstance without risks , called r measure . this change of the circumstance will largely simplify the deduction of the valuation formula 鞅評價方法是把資產從有風險的環境下，即p測度下，轉換到無風險的r測度環境下，從而大大簡化了外匯期權評價公式的推導。

Presents some results for weighted sums of multidimensionally indexed and stochastically dominated random variables using orthogonality of martingale difference sequence , which extend the related results of andr adler and andrew rosalsky 利用鞅差序列的直交性質，推廣了單指標隨機控制隨機變量加權和的結果，給出了多指標隨機控制隨機變量加權和的極限定理

Furthermore , i also research on the problem of american option pricing when there being no transact cost using the property of martingale process . and i give correspondent buying price , selling price and some conclusions 另外，本文還利用鞅過程的性質討論了當不存在交易成本時美式期權的定價問題，并給出了相應的買價和賣價公式以及相關的一些結論。

At last , we extend the new martingale spaces above to more general martingale spaces , and obtain resemble properties of the new martingale spaces above by deep analysis and discussion 文章的最后還對以上定義的鞅空間進行擴展得到了更一般的鞅空間，通過進一步的分析和討論，在適當的條件下得到了一些與上述鞅空間相類似的性質。

Meanwhile , continuous - martingale analysis is one of the most powerful tools in option - pricing theory . thus it is also of theorical and real significance to apply it to pricing options 而連續鞅分析是期權定價理論中最有力的工具之一，故對連續鞅分析在期權定價中的應用研究具有重要的理論意義和現實意義。

In this paper , we have systematically investigated the relations for strictly stationary processes , wide stationary processes , martingales ang markov processes , many interesting results of interest are obtained 摘要系統研究了嚴平穩過程，寬平穩過程與鞅及馬氏過程的相互關系，得到許多有趣的結果。

By the exponential of martingale , the strong consistency and uniform strong consistency in finite closed interval are be obtained , which improve the results in [ 5 ] 利用軟的某種指數不等式，得到了其加權核估計的強相合以及在有限閉區間內一致強相合的性質，并在某種意義上推廣了[ 5 ]的結果。

Existence of optimal policies is established using martingale and duality techniques under general assumptions on the securities “ price processes and the investor ' s preferences 本文利用鞅論和對偶方法，在證券價格和投資者偏好極其一般的條件證明了最優控制策略的存在性。

Then the paper generalizes the theory of continuous - martingale analysis and introduces the application of the theory to the fundamental theorems of asset pricing 隨后本文又對連續鞅分析理論作了較全面的概括和總結，并對其在資產定價基本定理中的應用作了介紹。

Abstract : by using the convergence theorem of martingale difference sequence , a class of strong limit theorem for the functional countable homgenous markov chain is obtained 文摘:利用鞅差序列的收斂定理，給出了一類關于可列齊次馬爾科夫鏈泛函的強極限定理。

Using the notion of martingale , the paper obtains the ultimate ruin probability and the distributions of the first and the last arrival time of a given level 利用鞅的概念，得到了該模型下的最終破產概率、盈余首次和末次達到給定水平時刻的分布。