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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Esscher transform ： ウィキペディア英語版 Esscher transform In actuarial science, the Esscher transform is a transform that takes a probability density ''f''(''x'') and transforms it to a new probability density ''f''(''x''; ''h'') with a parameter ''h''. It was introduced by F. Esscher in 1932 . ==Definition== Let ''f''(''x'') be a probability density. Its Esscher transform is defined as :$f(x;h)=\backslash frac\; f(x)\; dx\}.\backslash ,$ More generally, if ''μ'' is a probability measure, the Esscher transform of ''μ'' is a new probability measure ''Eh''(''μ'') which has density :$\backslash frac^\backslash infty\; e^\; d\backslash mu(x)\}$ with respect to ''μ''. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Esscher transform」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.