结果:找到“difference equation”相关内容35个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
STOCHASTIC DIFFERENCE EQUATIONS(pdf)
6 个回复 - 4328 次查看
U.C.Berkeley 专题讲义,国外书很贵,所以很多学校不用书,而是发讲义
Chapter 1: IntroductionChapter 2: A crash course in basic probability theoryChapter 3: Brownian motion and “white noise”Chapter 4 ...
2006-6-5 07:02 - chunmao - 金融学(理论版)
Solution to Difference Equation
0 个回复 - 3841 次查看
An equaion like: Xt=rho*Xt-1 is called Difference Equation of order 1. It is straitforward to write the solution, which is: Xt=rho^t*X0.
When the order is higher, things will be complicated. ...
2006-9-12 07:08 - 旗木卡卡西 - 经济金融数学专区