{"blog_title":"bicon\u2019s blog","categories":[],"html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fbicon.hatenadiary.jp%2Fentry%2F20110311%2F1299830309\" title=\"\u52d5\u7684\u8a08\u753b\u6cd5\uff08\u30c0\u30a4\u30ca\u30df\u30c3\u30af\u30fb\u30d7\u30ed\u30b0\u30e9\u30df\u30f3\u30b0\uff09 - bicon\u2019s blog\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","description":"\u6628\u65e5\u306e\u96c6\u56e3\u907a\u4f1d\u5b66\u306e\u8a08\u7b97\u3064\u3044\u3067\u306b\u52d5\u7684\u8a08\u753b\u6cd5\u306e\u304a\u3055\u3089\u3044\u3092\u3057\u305f\uff0e\u3068\u3044\u3046\u306e\u3082\uff0c\u30aa\u30aa\u30ab\u30de\u30ad\u30ea\u306e\u4ea4\u5c3e\u6226\u7565\u3067\u5229\u7528\u3059\u308b\u57fa\u672c\u7684\u306a\u5f0f\u3092\u4f5c\u308a\uff0cAB\u3055\u3093\u306b\u6e21\u3059\u305f\u3081\u3067\u3042\u308b\uff0e \u4f8b\u3048\u3070\uff0c\u7c95\u8c37(1990)\u884c\u52d5\u751f\u614b\u5b66\u5165\u9580\u306ep231\u306e\u8868\u3092\u8003\u3048\u3066\u307f\u308b\uff0e Pi(x,t,T)=(1-\u03b2i)(\u03bbi\u30fbJ(x', t+1, T)+(1-\u03bbi)J(x-\u03b1, t+1, T)\u3067\u8868\u3055\u308c\u308b\uff0e Pi(x,t,T)\u306f\u7b2ct\u65e5\u306b\u63a1\u990c\u5834\u6240i\u306b\u884c\u3063\u305f\u3068\u304d\u306e\u7b2cT\u65e5\u307e\u3067\u306e\u6700\u5927\u751f\u5b58\u7387\uff0e \u3053\u3053\u3067\uff0c\u03b2i\u306fi\u3068\u3044\u3046\u5834\u6240\u3067\u306e\u6355\u98df\u306b\u3088\u308b\u6b7b\u4ea1\u7387\uff0e\u03bbi\u306fi\u3068\u3044\u3046\u5834\u6240\u3067\u306e\u990c\u7372\u5f97\u78ba\u7387\uff0e J(x', t+1, T)\u306ft+1\u65e5\u306e\u6700\u9069\u306a\u751f\u5b58\u7387\uff08\u4f8b\u3048\u3070P(2,5,7)\u3060\u3063\u305f\u3089\u990c\u3092\u5f97\u305f\u5834\u54082+2\u2026","version":"1.0","provider_url":"https://hatena.blog","height":"190","url":"https://bicon.hatenadiary.jp/entry/20110311/1299830309","width":"100%","published":"2011-03-11 16:58:29","blog_url":"https://bicon.hatenadiary.jp/","type":"rich","author_url":"https://blog.hatena.ne.jp/bicon/","author_name":"bicon","title":"\u52d5\u7684\u8a08\u753b\u6cd5\uff08\u30c0\u30a4\u30ca\u30df\u30c3\u30af\u30fb\u30d7\u30ed\u30b0\u30e9\u30df\u30f3\u30b0\uff09","provider_name":"Hatena Blog","image_url":null}