independent increment process

A supplier-enterprise group system which consists of a supplier, a group headquarters and several affiliated firms was considered in order to seek optimal order quantity of centralized procurement in enterprise group, in which the demand of each firm is an independent increment process and independent of other firms.

针对企业集团集中采购中的订货量问题,考虑一个供应商与一个企业集团(包括集团公司及若干成员企业)所组成的系统,假设集团下属各成员企业的需求为相互独立的独立增量过程,从最小化集团预期库存成本的角度出发,求解集团公司在定期订货策略下集中采购的最优订货量。

Considering the effect of many factors on interest,we establish the model under random rates of interest with both Gauss process and independent increment process,and get the order moments of present value for total claim amount.

考虑到多种因素对利率的影响,对随机利率采取Gauss过程与独立增量过程联合建模,得到了总索赔额现值各阶矩的一般表达式。

Let be a process with independent increments and Ex_t =0,E(X_t-X_s)￣2 ,then the dual predictable projection v of the jump measure μ of X has the following representation v(dt×dx )=N_t(dx)dt.

对一类独立增量过程给出了其增量最大值的增长速度。

The functional Erds-Rényi s law of large numbers for processes with stationary independent increments;

平稳独立增量过程的泛函Erds-Rényi大数定律