概率论  

出　　处：《中国学术期刊文摘》2008年第7期18-19,共2页Chinese Science Abstracts(Chinese Edition)

摘　　要：两两NQD列的强收敛性质；随机利率下的均值-方差最小套期保值；一个具扩散的捕食模型非常数正解的存在性；二参数Lévy区域在Hō1der范数下的局部Strassen重对数律；多维非退化扩散过程的象集与图集的一致Packing维数；Strong-convergence properties for pairwise NQD random sequences;Mean-variance hedging under stochastic interests;Existence of positive non-constant steady-state solutions to a prey-predator system with diffusion;Strassen＇s local law of the iterated logarithm for Lēvy＇s area with two-parameter in Hō1der norm;The uniform Packing dimensions for the image sets and graph sets of the nondegenerate multidimensional diffusion processes;A Black-Scholes formula for option pricing with dividends and optimal investment problems under partical information

关 键 词：局部Strassen重对数律 一致Packing维数 非退化扩散过程 概率论 两两NQD列 正解的存在性 最优投资问题 收敛性质 

分 类 号：O211.60[理学—概率论与数理统计] O211.6[理学—数学]