布朗運(yùn)動(dòng)及其應(yīng)用-資料下載頁
2025-06-28 09:41本頁面
【正文】 ition, according to this definition, the Brown movement is a kind of independent increment process, so it is a Markov process, the mathematical munity is often the Brown campaign called (1952): the theory of portfolio selection。 Roberts Osborne (1959) and the stock market research into the concept of random walk and the number of the Brown movement。 Samuelson and Fama (1970) of the effective market theory (EMH)。 Fischer Black And (BlackScholes model)。 Ross (1976) of the arbitrage pricing theory.In this century, after more than half a century of research, people gradually get close to it. In the beginning of this century, the theory of Smoluchowski and Einstein, and Berg Si Weide39。s experiments, made this important scientific problem solving. This is the real existence of molecules. This is a direct and convincing evidence, which is the end of the debate on the nature of atoms and molecules. The Brown movement and the dynamic hypothesis are consistent, and this makes the most discerning scientist have to admit that this is a matter of space, said Peng Jiale, a mathematician and physicist, who concluded in 1913 that the atomic number of atoms is a real and that the theory is applied in other fields as well as the background noise in the circuit. Study on the Brown movement and the thermal motion of the molecules are not the same, is related to the temperature and particle number, the higher the temperature, the Brown particle movement is fiercer, the less intense molecular thermal motion of molecules. Never cease to do irregular motion: molecular never cease to do random movements. Brown motion, diffusion phenomenon the molecules of any material, no matter in what state, no regular exercise are neverending. Molecular irregular movement and materials related to the temperature, the higher the temperature, the random motion of molecules Shaoxing strong. Brown39。s hypothesis is the core of modern capital market theory. The theory of modern capital market is characterized by the random nature of securities and futures prices, which is the non memory of the data, which is not a prediction of the future data. It is not surprising that the stock price behavior model is usually expressed by the famous Wiener process. An important significance of financial innovation in modern financial mathematics plays an important role. So far, the general view is that the stock market is random fluctuations.Stochastic volatility is the most fundamental characteristic of the stock market, which is the norm of the stock market. Brown39。s hypothesis is the core of modern capital market theory. The modern capital market theory holds that the price of securities and futures price is random.
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