Methods Build up differential equation under the circumstance of the market no arbitrage. Analyze and work out the solutionofequation.
方法在市场无套利条件下建立随机微分方程,运用鞅论、随机分析的方法分析并求解方程。
3
In order to further improve the numerical stability ofsolutionofequation, the orthogonal transformation technique based on PMU is used to solve the problem of state estimation.