有趋势布朗运动最佳值的选择

Making Choice of the Optimal Value of a Brownian Motion with Drift

本文讨论了文献［１］所给出的布朗运动模型的最佳值的选择问题，并用随机游动模型作为有趋势布朗运动的近似，给出了对应随机模型的最佳值．

This paper discusses the choice of the optimal value of a Brownian motion model. The optimal value of a Brownian motion with drift coefficient μ which is approximated by the random walks is also discussed and the optimal value corresponding to the random medel is given.