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隨機(jī)過(guò)程課程設(shè)計(jì)-連續(xù)馬爾科夫過(guò)程的轉(zhuǎn)移概率及應(yīng)用(完整版)

　　

【正文】 *10^(1/2)+1/2*2^(1/2))*t)*2^(1/2) y = 1/31+1/4*(3/620*5^(1/2)1/62*2^(1/2)+3/155*10^(1/2)+15/124)*exp(( 3+1/2*10^(1/2)1/2*2^(1/2))*t)*2^(1/2)1/4*(1/62*2^(1/2)+15/124 3/155*10^(1/2)+3/620*5^(1/2))*exp((31/2*10^(1/2)+1/2*2^(1/2))*t)*2^ (1/2)+1/4*(15/1243/620*5^(1/2)1/62*2^(1/2)3/155*10^(1/2))*exp((3 1/2*10^(1/2)1/2*2^(1/2))*t)*2^(1/2)1/4*(3/155*10^(1/2)+15/1243/620*5^ (1/2)+1/62*2^(1/2))*exp((3+1/2*10^(1/2)+1/2*2^(1/2))*t)*2^(1/2) z = 16/31+(3/620*5^(1/2)1/62*2^(1/2)+3/155*10^(1/2)+15/124)*exp((3+1/2*10^ 隨機(jī)過(guò)程課程設(shè)計(jì) 8 (1/2)1/2*2^(1/2))*t)+(1/62*2^(1/2)+15/1243/155*10^(1/2)+3/620*5^(1/2)) *exp((31/2*10^(1/2)+1/2*2^(1/2))*t)+(3/155*10^(1/2)+15/1243/620*5^ (1/2)+1/62*2^(1/2))*exp((3+1/2*10^(1/2)+1/2*2^(1/2))*t)+(15/124 3/620*5^(1/2)1/62*2^(1/2)3/155*10^(1/2))*exp((31/2*10^(1/2)1/2*2^ (1/2))*t) m = (3/620*5^(1/2)1/62*2^(1/2)+3/155*10^(1/2)+15/124)*exp((3+1/2*10^(1/2) 1/2*2^(1/2))*t)+1/4*(3/620*5^(1/2)1/62*2^(1/2)+3/155*10^(1/2)+15/124) *exp((3+1/2*10^(1/2)1/2*2^(1/2))*t)*10^(1/2)1/4*(3/620*5^(1/2) 1/62*2^(1/2)+3/155*10^(1/2)+15/124)*exp((3+1/2*10^(1/2)1/2*2^(1/2))*t) *2^(1/2)(1/62*2^(1/2)+15/1243/155*10^(1/2)+3/620*5^(1/2))*exp((3 1/2*10^(1/2)+1/2*2^(1/2))*t)1/4*(1/62*2^(1/2)+15/1243/155*10^(1/2) +3/620*5^(1/2))*exp((31/2*10^(1/2)+1/2*2^(1/2))*t)*10^(1/2)+1/4* (1/62*2^(1/2)+15/1243/155*10^(1/2)+3/620*5^(1/2))*exp((31/2*10^(1/2) +1/2*2^(1/2))*t)*2^(1/2)(3/155*10^(1/2)+15/1243/620*5^(1/2)+1/62*2^ (1/2))*exp((3+1/2*10^(1/2)+1/2*2^(1/2))*t)+1/4*(3/155*10^(1/2)+15/124 3/620*5^(1/2)+1/62*2^(1/2))*exp((3+1/2*10^(1/2)+1/2*2^(1/2))*t)*10^ (1/2)+1/4*(3/155*10^(1/2)+15/1243/620*5^(1/2)+1/62*2^(1/2))*exp(( 3+1/2*10^(1/2)+1/2*2^(1/2))*t)*2^(1/2)(15/1243/620*5^(1/2)1/62*2^ (1/2)3/155*10^(1/2))*exp((31/2*10^(1/2)1/2*2^(1/2))*t)1/4*(15/124 3/620*5^(1/2)1/62*2^(1/2)3/155*10^(1/2))*exp((31/2*10^(1/2)1/2*2^ (1/2))*t)*10^(1/2)1/4*(15/1243/620*5^(1/2)1/62*2^(1/2)3/155*10^ 隨機(jī)過(guò)程課程設(shè)計(jì) 9 (1/2))*exp((31/2*10^(1/2)1/2*2^(1/2))*t)*2^(1/2)+8/31 n = 1/4*(15/1243/620*5^(1/2)1/62*2^(1/2)3/155*10^(1/2))*exp((31/2*10^ (1/2)1/2*2^(1/2))*t)+4/31+1/4*(3/155*10^(1/2)+15/1243/620*5^(1/2) +1/62*2^(1/2))*exp((3+1/2*10^(1/2)+1/2*2^(1/2))*t)+1/4*(1/62*2^(1/2) +15/1243/155*10^(1/2)+3/620*5^(1/2))*exp((31/2*10^(1/2)+1/2*2^(1/2)) *t)+1/4*(3/620*5^(1/2)1/62*2^(1/2)+3/155*10^(1/2)+15/124)*exp(( 3+1/2*10^(1/2)1/2*2^(1/2))*t)1/8*(1/62*2^(1/2)+15/1243/155*10^(1/2) +3/620*5^(1/2))*20^(1/2)*exp((31/2*10^(1/2)+1/2*2^(1/2))*t)1/8* (3/620*5^(1/2)1/62*2^(1/2)+3/155*10^(1/2)+15/124)*20^(1/2)*exp(( 3+1/2*10^(1/2)1/2*2^(1/2))*t)+1/8*(3/155*10^(1/2)+15/1243/620*5^(1/2) +1/62*2^(1/2))*20^(1/2)*exp((3+1/2*10^(1/2)+
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