翻訳と辞書 |
quadratic variation : ウィキペディア英語版 | quadratic variation In mathematics, quadratic variation is used in the analysis of stochastic processes such as Brownian motion and other martingales. Quadratic variation is just one kind of variation of a process. == Definition ==
Suppose that ''X''''t'' is a real-valued stochastic process defined on a probability space and with time index ''t'' ranging over the non-negative real numbers. Its quadratic variation is the process, written as ()''t'', defined as :
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「quadratic variation」の詳細全文を読む
スポンサード リンク
翻訳と辞書 : 翻訳のためのインターネットリソース |
Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.
|
|