{"id":208443,"date":"2026-10-05T18:00:00","date_gmt":"2026-10-05T09:00:00","guid":{"rendered":"https:\/\/ichizenholdings.co.jp\/media\/?p=208443"},"modified":"2026-09-25T19:37:18","modified_gmt":"2026-09-25T10:37:18","slug":"sde-reading","status":"publish","type":"post","link":"https:\/\/ichizenholdings.co.jp\/media\/trading\/financial-engineering\/sde-reading\/","title":{"rendered":"\u7b2c61\u56de SDE \u306e\u8aad\u307f\u65b9 \u2015 \u30c9\u30ea\u30d5\u30c8\u9805\u3068\u62e1\u6563\u9805\u306f\u4f55\u3092\u8a00\u3063\u3066\u3044\u308b\u306e\u304b"},"content":{"rendered":"\n<blockquote class=\"is-layout-flow wp-block-quote-is-layout-flow\">\n<p>\u4f4d\u7f6e: \u7b2c6\u90e8 \u7b2c61\u56de \/ \u524d\u63d0: \u7b2c58\u56de\u3001\u7b2c60\u56de \/ \u6570\u5b66\u7de8: M25 \/ \u3053\u306e\u56de\u3067\u3067\u304d\u308b\u3088\u3046\u306b\u306a\u308b\u3053\u3068: \u78ba\u7387\u5fae\u5206\u65b9\u7a0b\u5f0f\u3092\u8aad\u3093\u3067\u3001\u30c9\u30ea\u30d5\u30c8\u9805\u3068\u62e1\u6563\u9805\u304c\u305d\u308c\u305e\u308c\u4fa1\u683c\u306e\u4f55\u3092\u8868\u3059\u304b\u3092\u8aac\u660e\u3067\u304d\u308b<\/p>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\">0. \u7269\u8a9e \u2015 \u523b\u307f\u3092\u5c0f\u3055\u304f\u3057\u3066\u3082\u6570\u5024\u89e3\u304c\u305a\u308c\u308b<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u3053\u3053\u307e\u3067\u306e\u9053\u306e\u308a\u3092\u632f\u308a\u8fd4\u308a\u307e\u3059\u3002\u30d6\u30e9\u30a6\u30f3\u904b\u52d5\u3068\u3044\u3046\u3001\u3069\u3053\u3067\u3082\u5fae\u5206\u3067\u304d\u306a\u3044\u4e0d\u601d\u8b70\u306a\u95a2\u6570\u3092\u624b\u306b\u5165\u308c\u307e\u3057\u305f\u3002\u5fae\u5206\u304c\u3067\u304d\u306a\u3044\u306a\u3089\u7a4d\u5206\u3067\u3044\u3053\u3046\u3001\u3068\u3044\u3046\u3053\u3068\u3067\u4f0a\u85e4\u7a4d\u5206\u3092\u5b9a\u7fa9\u3057\u307e\u3057\u305f\u3002\u9053\u5177\u306f\u63c3\u3044\u307e\u3057\u305f\u3002\u3067\u306f\u3001\u9023\u7d9a\u6642\u9593\u306e\u91d1\u878d\u30e2\u30c7\u30eb\u3067\u4e2d\u5fc3\u7684\u306a\u5f79\u5272\u3092\u679c\u305f\u3059\u300c\u78ba\u7387\u5fae\u5206\u65b9\u7a0b\u5f0f\u300d\u3068\u306f\u3001\u3044\u3063\u305f\u3044\u4f55\u3092\u66f8\u3044\u305f\u5f0f\u306a\u306e\u3067\u3057\u3087\u3046\u304b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5f0f\u306b\u306f2\u3064\u306e\u9805\u304c\u4e26\u3093\u3067\u3044\u307e\u3059\u30021\u3064\u76ee\u306f\u6642\u9593\u306e\u7d4c\u904e\u306b\u6bd4\u4f8b\u3059\u308b\u9805\u3067\u3001\u300c\u5e73\u5747\u3068\u3057\u3066\u3069\u3061\u3089\u306b\u52d5\u304f\u304b\u300d\u3092\u6c7a\u3081\u3066\u3044\u307e\u3059\u30022\u3064\u76ee\u306f\u30d6\u30e9\u30a6\u30f3\u904b\u52d5\u306e\u63fa\u308c\u306b\u6bd4\u4f8b\u3059\u308b\u9805\u3067\u3001\u300c\u7d4c\u8def\u304c\u3069\u308c\u3060\u3051\u6563\u3089\u3070\u308b\u304b\u300d\u3092\u6c7a\u3081\u3066\u3044\u307e\u3059\u3002\u524d\u8005\u3092\u30c9\u30ea\u30d5\u30c8\u9805\u3001\u5f8c\u8005\u3092\u62e1\u6563\u9805\u3068\u547c\u3073\u307e\u3059\u3002\u3053\u306e2\u3064\u306e\u5f79\u5272\u3092\u7406\u89e3\u3059\u308c\u3070\u3001\u5f0f\u304c\u8a9e\u3063\u3066\u3044\u308b\u5185\u5bb9\u3092\u8aad\u307f\u53d6\u308c\u308b\u3088\u3046\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u3068\u3053\u308d\u3067\u3001\u3053\u306e\u5f0f\u3092\u6570\u5024\u7684\u306b\u89e3\u3053\u3046\u3068\u3057\u305f\u4eba\u304c\u58c1\u306b\u3076\u3064\u304b\u308a\u307e\u3057\u305f\u3002\u666e\u901a\u306e\u5fae\u5206\u65b9\u7a0b\u5f0f\u3067\u306f\u3001\u6642\u9593\u306e\u523b\u307f\u30924\u5206\u306e1\u306b\u3059\u308c\u3070\u8a08\u7b97\u8aa4\u5dee\u30824\u5206\u306e1\u306b\u7e2e\u307f\u307e\u3059\u3002\u78ba\u7387\u5fae\u5206\u65b9\u7a0b\u5f0f\u3067\u3082\u540c\u3058\u3060\u308d\u3046\u3068\u8003\u3048\u3066\u3001\u523b\u307f\u3092\u7d30\u304b\u304f\u3057\u3066\u307f\u307e\u3057\u305f\u3002\u3068\u3053\u308d\u304c\u3001\u523b\u307f\u30924\u5206\u306e1\u306b\u3057\u3066\u3082\u8aa4\u5dee\u306f\u534a\u5206\u306b\u3057\u304b\u306a\u308a\u307e\u305b\u3093\u3002\u523b\u307f\u306e\u6570\u309250\u672c\u304b\u30892000\u672c\u306b\u5897\u3084\u3057\u3066\u3001\u8a08\u7b97\u91cf\u306f40\u500d\u306b\u306a\u3063\u305f\u306e\u306b\u3001\u8aa4\u5dee\u306f0.75\u304b\u30890.12\u7a0b\u5ea6\u307e\u3067\u3001\u304a\u3088\u305d6\u5206\u306e1\u306b\u6e1b\u3063\u305f\u3060\u3051\u3067\u3059\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u539f\u56e0\u306f\u3001\u89e3\u306b\u542b\u307e\u308c\u308b\u30d6\u30e9\u30a6\u30f3\u904b\u52d5\u306e\u6a19\u672c\u8def\u304c\u5fae\u5206\u3067\u304d\u306a\u3044\u3053\u3068\u306b\u3042\u308a\u307e\u3059\u3002\u5fae\u5206\u3067\u304d\u308b\u6ed1\u3089\u304b\u306a\u95a2\u6570\u3068\u306f\u6839\u672c\u7684\u306b\u632f\u308b\u821e\u3044\u304c\u9055\u3046\u305f\u3081\u3001\u523b\u307f\u3092\u5c0f\u3055\u304f\u3057\u305f\u3068\u304d\u306e\u7cbe\u5ea6\u306e\u4e0a\u304c\u308a\u65b9\u3082\u9055\u3046\u306e\u3067\u3059\u3002\u3053\u306e\u56de\u3067\u306f\u3001\u5f0f\u306e\u4e2d\u306e\u5404\u9805\u304c\u6570\u5b66\u7684\u306b\u4f55\u3092\u610f\u5473\u3057\u3066\u3044\u308b\u304b\u3092\u5b9a\u7406\u3068\u3057\u3066\u793a\u3057\u3001\u5fae\u5206\u5f62\u306e\u8a18\u53f7\u304c\u5b9f\u306f\u7a4d\u5206\u306e\u7701\u7565\u3067\u3042\u308b\u3053\u3068\u3092\u8a3c\u660e\u3057\u307e\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">1. \u52d5\u6a5f \u2015 \u5f0f\u306e\u5f62\u304b\u3089\u4f55\u304c\u8aad\u307f\u53d6\u308c\u308b\u304b<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u3053\u306e\u56de\u3092\u8aad\u307f\u7d42\u3048\u308b\u3068\u3001\u78ba\u7387\u5fae\u5206\u65b9\u7a0b\u5f0f\u3092\u8aad\u3093\u3067\u3001\u30c9\u30ea\u30d5\u30c8\u9805\u3068\u62e1\u6563\u9805\u304c\u305d\u308c\u305e\u308c\u4fa1\u683c\u306e\u4f55\u3092\u8868\u3059\u304b\u3092\u8aac\u660e\u3067\u304d\u307e\u3059\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u78ba\u7387\u5fae\u5206\u65b9\u7a0b\u5f0f\uff08SDE\uff09\u306f\u3001\u9023\u7d9a\u6642\u9593\u306e\u91d1\u878d\u30e2\u30c7\u30eb\u306e\u57fa\u672c\u8a00\u8a9e\u3067\u3059\u3002\u3057\u304b\u3057\u521d\u3081\u3066\u898b\u308b\u3068\u3001\u4f55\u304c\u66f8\u3044\u3066\u3042\u308b\u306e\u304b\u308f\u304b\u308a\u306b\u304f\u3044\u3082\u306e\u3067\u3059\u3002<\/p>\n\n\n\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8444em;vertical-align:-0.15em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n\n\n\n<p>\u3053\u306e\u5f0f\u3092\u898b\u3066\u3001\u6b21\u306e\u7591\u554f\u304c\u6d6e\u304b\u3073\u307e\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8444em;vertical-align:-0.15em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u3068\u306f\u4f55\u306e\u5fae\u5206\u306a\u306e\u304b\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><\/span><\/span><\/span><\/eq> \u3068 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><\/span><\/span><\/span><\/eq> \u306f\u3069\u3093\u306a\u91cf\u3092\u8868\u3057\u3066\u3044\u308b\u306e\u304b\u3002\u305d\u3082\u305d\u3082\u3053\u306e\u5f0f\u306f\u300c\u5fae\u5206\u300d\u306a\u306e\u304b\u3002<\/p>\n\n\n\n<p>\u4eca\u56de\u306e\u76ee\u6a19\u306f\u3001\u3053\u306e3\u3064\u306e\u7591\u554f\u306b\u6b63\u9762\u304b\u3089\u7b54\u3048\u308b\u3053\u3068\u3067\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><\/span><\/span><\/span><\/eq> \u304c\u30c9\u30ea\u30d5\u30c8\u4fc2\u6570\u3068\u547c\u3070\u308c\u308b\u7406\u7531\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><\/span><\/span><\/span><\/eq> \u304c\u62e1\u6563\u4fc2\u6570\u3068\u547c\u3070\u308c\u308b\u7406\u7531\u3092\u3001\u6761\u4ef6\u4ed8\u304d\u671f\u5f85\u5024\u3068\u5206\u6563\u304b\u3089\u5c0e\u304d\u307e\u3059\u3002\u305d\u3057\u3066\u300c\u5fae\u5206\u5f62\u300d\u3068\u3044\u3046\u8868\u8a18\u304c\u5b9f\u306f\u300c\u7a4d\u5206\u5f62\u300d\u306e\u7701\u7565\u3067\u3042\u308b\u3053\u3068\u3092\u8a3c\u660e\u3057\u3001\u6a19\u672c\u8def\u304c\u5fae\u5206\u3067\u304d\u306a\u3044\u3068\u3044\u3046\u7b2c56\u56de\u306e\u7d50\u679c\u3068\u6574\u5408\u3055\u305b\u307e\u3059\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u3053\u306e\u8a18\u4e8b\u3067\u8a3c\u660e\u3059\u308b\u3053\u3068<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n\n<li><strong>THM-SDE-1<\/strong> \u30c9\u30ea\u30d5\u30c8\u4fc2\u6570\u306f\u5fae\u5c0f\u6642\u9593\u3067\u306e\u5897\u5206\u306e\u6761\u4ef6\u4ed8\u304d\u671f\u5f85\u5024\u306e\u5272\u5408\u3067\u3042\u308a\u3001\u62e1\u6563\u4fc2\u6570\u306e\u4e8c\u4e57\u306f\u5897\u5206\u306e\u6761\u4ef6\u4ed8\u304d\u5206\u6563\u306e\u5272\u5408\u3067\u3059\u3002<\/li>\n\n\n<li><strong>THM-SDE-2<\/strong> \u4fc2\u6570\u304c\u30ea\u30d7\u30b7\u30c3\u30c4\u9023\u7d9a\u3067\u7dda\u5f62\u5897\u5927\u6761\u4ef6\u3092\u6e80\u305f\u305b\u3070\u3001\u5f37\u3044\u89e3\u304c\u4e00\u610f\u306b\u5b58\u5728\u3057\u307e\u3059\u3002\u8a3c\u660e\u306f\u5f15\u7528\u306b\u3068\u3069\u3081\u307e\u3059\u3002<\/li>\n\n\n<li><strong>THM-SDE-3<\/strong> \u5fae\u5206\u5f62\u306e\u8868\u8a18\u306f\u7a4d\u5206\u5f62\u306e\u7701\u7565\u3067\u3042\u308a\u3001\u6a19\u672c\u8def\u304c\u5fae\u5206\u53ef\u80fd\u3067\u3042\u308b\u3053\u3068\u3092\u610f\u5473\u3057\u307e\u305b\u3093\u3002<\/li>\n\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\">2. \u8a2d\u5b9a\u3068\u4eee\u5b9a \u2015 \u30c9\u30ea\u30d5\u30c8\u3068\u62e1\u6563\u306b\u5206\u3051\u308b<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u4ee5\u4e0b\u306e\u4eee\u5b9a\u3092\u7f6e\u304d\u307e\u3059\u3002<\/p>\n\n\n\n<ul>\n<li><strong>\u4fc2\u6570\u306e\u4f9d\u5b58\u6027<\/strong>: <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">x<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u3068 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">x<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u306f\u6642\u9593 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6151em;\"><\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u3068\u73fe\u5728\u306e\u5024 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\">x<\/span><\/span><\/span><\/span><\/eq> \u3060\u3051\u306b\u4f9d\u5b58\u3057\u307e\u3059\u3002\u904e\u53bb\u306e\u7d4c\u8def\u306b\u306f\u4f9d\u5b58\u3057\u307e\u305b\u3093\u3002<\/li>\n<li><strong>\u4fc2\u6570\u306e\u6b63\u5247\u6027<\/strong>: <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><\/span><\/span><\/span><\/eq> \u3068 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><\/span><\/span><\/span><\/eq> \u306f\u9023\u7d9a\u3067\u3001THM-SDE-2 \u306e\u30ea\u30d7\u30b7\u30c3\u30c4\u9023\u7d9a\u6027\u3068\u7dda\u5f62\u5897\u5927\u6761\u4ef6\u3092\u6e80\u305f\u3057\u307e\u3059\u3002THM-SDE-1 \u3067\u300c<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u304c\u5c0f\u3055\u3044\u3068\u304d\u4fc2\u6570\u304c\u307b\u307c\u4e00\u5b9a\u300d\u3068\u307f\u306a\u3057\u3001\u6975\u9650\u3068\u671f\u5f85\u5024\u3092\u5165\u308c\u66ff\u3048\u308b\u306e\u306b\u4f7f\u3044\u307e\u3059\u3002<\/li>\n<li><strong>\u521d\u671f\u5024<\/strong>: <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">0<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.5806em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">x<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">0<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306f\u4e0e\u3048\u3089\u308c\u305f\u5b9a\u6570\u3067\u3059\u3002<\/li>\n<li><strong>\u5f37\u3044\u89e3<\/strong>: \u89e3\u306f\u3001\u4e0e\u3048\u3089\u308c\u305f\u30d6\u30e9\u30a6\u30f3\u904b\u52d5 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306b\u5bfe\u3057\u3066\u6a19\u672c\u8def\u3054\u3068\u306b\u5b9a\u307e\u308b\u5f37\u3044\u89e3\u3092\u6307\u3057\u307e\u3059\u3002<\/li>\n<li><strong>\u6570\u5024\u5b9f\u9a13<\/strong>: \u30aa\u30a4\u30e9\u30fc\u30fb\u4e38\u5c71\u6cd5\u3092\u4f7f\u3044\u3001\u30b7\u30fc\u30c9\u3092\u56fa\u5b9a\u3057\u307e\u3059\u3002<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">SDE \u306e<strong>\u5fae\u5206\u5f62<\/strong>\u3068\u547c\u3070\u308c\u308b\u8868\u8a18\u306f\u6b21\u306e\u901a\u308a\u3067\u3059\u3002<\/p>\n\n\n\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8444em;vertical-align:-0.15em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"katex-tag\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord text\"><span class=\"mord\">(<\/span><span class=\"mord\"><span class=\"mord\">1.1<\/span><\/span><span class=\"mord\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n\n\n\n<p>\u53f3\u8fba\u306e\u7b2c1\u9805 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u3092<strong>\u30c9\u30ea\u30d5\u30c8\u9805<\/strong>\u3001\u7b2c2\u9805 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u3092<strong>\u62e1\u6563\u9805<\/strong>\u3068\u547c\u3073\u307e\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><\/span><\/span><\/span><\/eq> \u3092\u30c9\u30ea\u30d5\u30c8\u4fc2\u6570\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><\/span><\/span><\/span><\/eq> \u3092\u62e1\u6563\u4fc2\u6570\u3068\u547c\u3073\u307e\u3059\u3002<\/p>\n\n\n\n<p>\u3053\u306e\u5f0f\u306e\u6b63\u78ba\u306a\u610f\u5473\u306f\u3001\u5f8c\u306e\u5b9a\u7406 THM-SDE-3 \u3067\u8ff0\u3079\u308b\u7a4d\u5206\u5f62\u3067\u3059\u3002\u307e\u305a\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><\/span><\/span><\/span><\/eq> \u3068 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><\/span><\/span><\/span><\/eq> \u304c\u4f55\u3092\u6e2c\u3063\u3066\u3044\u308b\u306e\u304b\u3092\u660e\u3089\u304b\u306b\u3057\u307e\u3059\u3002<\/p>\n\n\n\n<p>\u3053\u306e\u7bc0\u306e\u307e\u3068\u3081: SDE \u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6944em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u306b\u6bd4\u4f8b\u3059\u308b\u78ba\u5b9a\u7684\u306a\u9805\u3068 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8444em;vertical-align:-0.15em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306b\u6bd4\u4f8b\u3059\u308b\u30e9\u30f3\u30c0\u30e0\u306a\u9805\u306e\u548c\u3067\u66f8\u304b\u308c\u307e\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">3. \u4e3b\u5f35 \u2015 \u4fc2\u6570\u306f\u5e73\u5747\u3068\u5206\u6563\u306e\u5272\u5408\u3067\u3042\u308b<\/h2>\n\n\n\n<blockquote>\n<p><strong>\u5b9a\u7406 THM-SDE-1\uff08\u4fc2\u6570\u306e\u610f\u5473\uff09<\/strong>\n<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u304c (1.1) \u306e\u89e3\u3067\u3042\u308b\u3068\u304d\u3001\u5fae\u5c0f\u6642\u9593 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7224em;vertical-align:-0.0391em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">&gt;<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0<\/span><\/span><\/span><\/span><\/eq> \u306b\u5bfe\u3057\u3066<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:4.6472em;vertical-align:-2.0736em;\"><\/span><span class=\"mord\"><span class=\"mtable\"><span class=\"col-align-r\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.5736em;\"><span style=\"top:-4.5736em;\"><span class=\"pstrut\" style=\"height:3.3214em;\"><\/span><span class=\"mord\"><\/span><\/span><span style=\"top:-1.9922em;\"><span class=\"pstrut\" style=\"height:3.3214em;\"><\/span><span class=\"mord\"><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.0736em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"col-align-l\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.5736em;\"><span style=\"top:-4.5736em;\"><span class=\"pstrut\" style=\"height:3.3214em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop op-limits\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.6944em;\"><span style=\"top:-2.3557em;margin-left:0em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mrel mtight\">\u2192<\/span><span class=\"mord mtight\">0<\/span><\/span><\/span><\/span><span style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span><span class=\"mop\">lim<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.7443em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.3214em;\"><span style=\"top:-2.314em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.677em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\">1<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.686em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mopen\">[<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2083em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2223<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mpunct\">,<\/span><\/span><\/span><span style=\"top:-1.9922em;\"><span class=\"pstrut\" style=\"height:3.3214em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop op-limits\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.6944em;\"><span style=\"top:-2.3557em;margin-left:0em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mrel mtight\">\u2192<\/span><span class=\"mord mtight\">0<\/span><\/span><\/span><\/span><span style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span><span class=\"mop\">lim<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.7443em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.3214em;\"><span style=\"top:-2.314em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.677em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\">1<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.686em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2083em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2223<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8641em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.0736em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section><p>\u3067\u3042\u308b\u3002<\/p>\n<\/blockquote>\n\n\n\n<blockquote>\n<p><strong>\u5b9a\u7406 THM-SDE-2\uff08\u89e3\u306e\u4e00\u610f\u6027\u306e\u6761\u4ef6\uff09<\/strong>\n\u4fc2\u6570 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">x<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u3068 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">x<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u304c\u6b21\u306e2\u6761\u4ef6\u3092\u6e80\u305f\u3059\u3068\u3059\u308b\u3002<\/p>\n<ol>\n<li><strong>\u30ea\u30d7\u30b7\u30c3\u30c4\u9023\u7d9a<\/strong>: \u3042\u308b\u5b9a\u6570 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7224em;vertical-align:-0.0391em;\"><\/span><span class=\"mord mathnormal\">L<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">&gt;<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0<\/span><\/span><\/span><\/span><\/eq> \u304c\u5b58\u5728\u3057\u3066\u3001\u3059\u3079\u3066\u306e <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8095em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">x<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">y<\/span><\/span><\/span><\/span><\/eq> \u306b\u5bfe\u3057\n<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\">\u2223<\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">x<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">y<\/span><span class=\"mclose\">)<\/span><span class=\"mord\">\u2223<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\">\u2223<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">x<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">y<\/span><span class=\"mclose\">)<\/span><span class=\"mord\">\u2223<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2264<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">L<\/span><span class=\"mord\">\u2223<\/span><span class=\"mord mathnormal\">x<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">y<\/span><span class=\"mord\">\u2223<\/span><\/span><\/span><\/span><\/eq>\u3002<\/li>\n<li><strong>\u7dda\u5f62\u5897\u5927\u6761\u4ef6<\/strong>: \u3042\u308b\u5b9a\u6570 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7224em;vertical-align:-0.0391em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">C<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">&gt;<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0<\/span><\/span><\/span><\/span><\/eq> \u304c\u5b58\u5728\u3057\u3066\u3001\u3059\u3079\u3066\u306e <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8095em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">x<\/span><\/span><\/span><\/span><\/eq> \u306b\u5bfe\u3057\n<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\">\u2223<\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">x<\/span><span class=\"mclose\">)<\/span><span class=\"mord\">\u2223<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\">\u2223<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">x<\/span><span class=\"mclose\">)<\/span><span class=\"mord\">\u2223<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2264<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">C<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">1<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\">\u2223<\/span><span class=\"mord mathnormal\">x<\/span><span class=\"mord\">\u2223<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq>\u3002<\/li>\n<\/ol>\n<p>\u3053\u306e\u3068\u304d\u3001(1.1) \u306e\u5f37\u3044\u89e3\u304c\u4e00\u610f\u306b\u5b58\u5728\u3059\u308b\u3002<\/p>\n<\/blockquote>\n\n\n\n<p class=\"wp-block-paragraph\">THM-SDE-2 \u306e\u8a3c\u660e\u306f\u30d4\u30ab\u30fc\u30eb\u53cd\u5fa9\u306b\u3088\u308b\u4e0d\u52d5\u70b9\u5b9a\u7406\u306e\u5fdc\u7528\u3067\u3001Oksendal\uff082003\uff09\u306e\u5b9a\u7406 5.2.1 \u306b\u5b8c\u5168\u306a\u8a3c\u660e\u304c\u3042\u308a\u307e\u3059\u3002\u672c\u8a18\u4e8b\u3067\u306f\u5f15\u7528\u306b\u3068\u3069\u3081\u307e\u3059\u3002<\/p>\n\n\n\n<blockquote>\n<p><strong>\u5b9a\u7406 THM-SDE-3\uff08\u7a4d\u5206\u5f62\u304c\u672c\u4f53\uff09<\/strong>\n\u5fae\u5206\u5f62 (1.1) \u306f\u3001\u6b21\u306e\u7a4d\u5206\u5f62\u306e\u7701\u7565\u8a18\u6cd5\u3067\u3042\u308b\u3002<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:5.2108em;vertical-align:-2.3554em;\"><\/span><span class=\"mord\"><span class=\"mtable\"><span class=\"col-align-r\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.8554em;\"><span style=\"top:-4.8554em;\"><span class=\"pstrut\" style=\"height:3.5435em;\"><\/span><span class=\"mord\"><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">x<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">0<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span style=\"top:-2.1em;\"><span class=\"pstrut\" style=\"height:3.5435em;\"><\/span><span class=\"mord\"><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.3554em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"col-align-l\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.8554em;\"><span style=\"top:-4.8554em;\"><span class=\"pstrut\" style=\"height:3.5435em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mop\"><span class=\"mop op-symbol large-op\" style=\"margin-right:0.4445em;position:relative;top:-0.0011em;\">\u222b<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.5435em;\"><span style=\"top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">0<\/span><\/span><\/span><span style=\"top:-3.8129em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9119em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">s<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">s<\/span><\/span><\/span><span style=\"top:-2.1em;\"><span class=\"pstrut\" style=\"height:3.5435em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mop\"><span class=\"mop op-symbol large-op\" style=\"margin-right:0.4445em;position:relative;top:-0.0011em;\">\u222b<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.5435em;\"><span style=\"top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">0<\/span><\/span><\/span><span style=\"top:-3.8129em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9119em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">s<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.3554em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"katex-tag\"><span class=\"katex-strut\" style=\"height:5.2108em;vertical-align:-2.3554em;\"><\/span><span class=\"mord text\"><span class=\"mord\">(<\/span><span class=\"mord\"><span class=\"mord\">1.2<\/span><\/span><span class=\"mord\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section><p>\u7b2c1\u306e\u7a4d\u5206\u306f\u30eb\u30d9\u30fc\u30b0\u7a4d\u5206\uff08\u6a19\u672c\u8def\u3054\u3068\u306e\u901a\u5e38\u306e\u7a4d\u5206\uff09\u3001\u7b2c2\u306e\u7a4d\u5206\u306f\u7b2c58\u56de\u3067\u5b9a\u7fa9\u3057\u305f\u4f0a\u85e4\u7a4d\u5206\u3067\u3042\u308b\u3002\u3053\u306e\u8868\u8a18\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306e\u6a19\u672c\u8def\u304c\u5fae\u5206\u53ef\u80fd\u3067\u3042\u308b\u3053\u3068\u3092\u610f\u5473\u3057\u306a\u3044\u3002<\/p>\n<\/blockquote>\n\n\n\n<p class=\"wp-block-paragraph\">\u3053\u306e\u7bc0\u306e\u307e\u3068\u3081: \u30c9\u30ea\u30d5\u30c8\u4fc2\u6570\u306f\u5897\u5206\u306e\u6761\u4ef6\u4ed8\u304d\u671f\u5f85\u5024\u306e\u901f\u5ea6\u3001\u62e1\u6563\u4fc2\u6570\u306e\u4e8c\u4e57\u306f\u6761\u4ef6\u4ed8\u304d\u5206\u6563\u306e\u901f\u5ea6\u3067\u3059\u3002\u89e3\u306e\u5b58\u5728\u3068\u4e00\u610f\u6027\u306b\u306f\u30ea\u30d7\u30b7\u30c3\u30c4\u9023\u7d9a\u6027\u3068\u7dda\u5f62\u5897\u5927\u6761\u4ef6\u304c\u5fc5\u8981\u3067\u3059\u3002<\/p>\n\n\n\n<details class=\"finmath-proof\"><summary>\u8a3c\u660e\u3092\u8aad\u3080\uff08\u8aad\u307e\u306a\u304f\u3066\u3082\u8a18\u4e8b\u306f\u5b8c\u7d50\u3057\u307e\u3059\uff09<\/summary>\n<h2>4. \u8a3c\u660e \u2015 \u6761\u4ef6\u4ed8\u304d\u671f\u5f85\u5024\u3068\u5206\u6563\u3092\u8a08\u7b97\u3059\u308b<\/h2>\n<p>\u3053\u306e\u7bc0\u306f\u8aad\u307e\u306a\u304f\u3066\u3082\u8a18\u4e8b\u306f\u5b8c\u7d50\u3057\u307e\u3059\u3002<\/p>\n<p>\u3053\u306e\u8a3c\u660e\u3092\u8ffd\u3044\u305f\u3044\u4eba\u306f\u3001<a href=\"https:\/\/ichizenholdings.co.jp\/media\/column\/financial-math\/math-linear-ode\/\">\u6570\u5b66\u7de8 \u7b2c25\u56de\u300c\u5e38\u5fae\u5206\u65b9\u7a0b\u5f0f\u300d<\/a>\u3078\u3002<\/p>\n<h3>THM-SDE-1 \u306e\u8a3c\u660e<\/h3>\n<p>\u7a4d\u5206\u5f62 (1.2) \u304b\u3089\u3001\u6642\u523b <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6151em;\"><\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u304b\u3089 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6984em;vertical-align:-0.0833em;\"><\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u307e\u3067\u306e\u5897\u5206\u3092\u66f8\u304d\u51fa\u3057\u307e\u3059\u3002<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:5.3064em;vertical-align:-2.4032em;\"><\/span><span class=\"mord\"><span class=\"mtable\"><span class=\"col-align-r\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.9032em;\"><span style=\"top:-4.9032em;\"><span class=\"pstrut\" style=\"height:3.5912em;\"><\/span><span class=\"mord\"><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2083em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span style=\"top:-2.1em;\"><span class=\"pstrut\" style=\"height:3.5912em;\"><\/span><span class=\"mord\"><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.4032em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"col-align-l\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.9032em;\"><span style=\"top:-4.9032em;\"><span class=\"pstrut\" style=\"height:3.5912em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mop\"><span class=\"mop op-symbol large-op\" style=\"margin-right:0.4445em;position:relative;top:-0.0011em;\">\u222b<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.5912em;\"><span style=\"top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><span style=\"top:-3.8129em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9119em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">s<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">s<\/span><\/span><\/span><span style=\"top:-2.1em;\"><span class=\"pstrut\" style=\"height:3.5912em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:1em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mop\"><span class=\"mop op-symbol large-op\" style=\"margin-right:0.4445em;position:relative;top:-0.0011em;\">\u222b<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.5912em;\"><span style=\"top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><span style=\"top:-3.8129em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9119em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">s<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.4032em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"katex-tag\"><span class=\"katex-strut\" style=\"height:5.3064em;vertical-align:-2.4032em;\"><\/span><span class=\"mord text\"><span class=\"mord\">(<\/span><span class=\"mord\"><span class=\"mord\">2.1<\/span><\/span><span class=\"mord\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n<p><strong>\u671f\u5f85\u5024\u306e\u8a08\u7b97\u3002<\/strong> (2.1) \u306e\u4e21\u8fba\u306e\u6761\u4ef6\u4ed8\u304d\u671f\u5f85\u5024\u3092\u53d6\u308a\u307e\u3059\u3002\u7b2c58\u56de\u3067\u793a\u3057\u305f\u901a\u308a\u3001\u4f0a\u85e4\u7a4d\u5206\u306e\u30de\u30eb\u30c1\u30f3\u30b2\u30fc\u30eb\u6027\u304b\u3089<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:3em;vertical-align:-1.25em;\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mspace\" style=\"margin-right:-0.1667em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"minner\"><span class=\"mopen delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size4\">[<\/span><\/span><span class=\"mop\"><span class=\"mop op-symbol large-op\" style=\"margin-right:0.4445em;position:relative;top:-0.0011em;\">\u222b<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.5912em;\"><span style=\"top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><span style=\"top:-3.8129em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9119em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">s<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span><span class=\"delimsizing mult\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.75em;\"><span style=\"top:-3.75em;\"><span class=\"pstrut\" style=\"height:5em;\"><\/span><span style=\"width:0.333em;height:3em;\"><svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"0.333em\" height=\"3em\" viewBox=\"0 0 333 3000\"><path d=\"M145 15 v585 v1800 v585 c2.667,10,9.667,15,21,15\nc10,0,16.667,-5,20,-15 v-585 v-1800 v-585 c-2.667,-10,-9.667,-15,-21,-15\nc-10,0,-16.667,5,-20,15z M188 15 H145 v585 v1800 v585 h43z\"\/><\/svg><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.25em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size4\">]<\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0<\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n<p>\u3067\u3059\u3002\u4f0a\u85e4\u7a4d\u5206\u306f\u5e73\u5747\u30bc\u30ed\u306e\u30de\u30eb\u30c1\u30f3\u30b2\u30fc\u30eb\u306a\u306e\u3067\u3001\u78ba\u7387\u7684\u306a\u9805\u306e\u5bc4\u4e0e\u306f\u671f\u5f85\u5024\u306b\u73fe\u308c\u307e\u305b\u3093\u3002\u3057\u305f\u304c\u3063\u3066<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mopen\">[<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2083em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2223<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:3em;vertical-align:-1.25em;\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mspace\" style=\"margin-right:-0.1667em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"minner\"><span class=\"mopen delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size4\">[<\/span><\/span><span class=\"mop\"><span class=\"mop op-symbol large-op\" style=\"margin-right:0.4445em;position:relative;top:-0.0011em;\">\u222b<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.5912em;\"><span style=\"top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><span style=\"top:-3.8129em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9119em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">s<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">s<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span><span class=\"delimsizing mult\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.75em;\"><span style=\"top:-3.75em;\"><span class=\"pstrut\" style=\"height:5em;\"><\/span><span style=\"width:0.333em;height:3em;\"><svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"0.333em\" height=\"3em\" viewBox=\"0 0 333 3000\"><path d=\"M145 15 v585 v1800 v585 c2.667,10,9.667,15,21,15\nc10,0,16.667,-5,20,-15 v-585 v-1800 v-585 c-2.667,-10,-9.667,-15,-21,-15\nc-10,0,-16.667,5,-20,15z M188 15 H145 v585 v1800 v585 h43z\"\/><\/svg><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.25em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size4\">]<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n<p><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u304c\u5341\u5206\u5c0f\u3055\u3044\u3068\u304d\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">s<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u306f\u533a\u9593 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mclose\">]<\/span><\/span><\/span><\/span><\/eq> \u4e0a\u3067\u307b\u307c <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u306b\u7b49\u3057\u3044\u306e\u3067<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:3em;vertical-align:-1.25em;\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mspace\" style=\"margin-right:-0.1667em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"minner\"><span class=\"mopen delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size4\">[<\/span><\/span><span class=\"mop\"><span class=\"mop op-symbol large-op\" style=\"margin-right:0.4445em;position:relative;top:-0.0011em;\">\u222b<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.5912em;\"><span style=\"top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><span style=\"top:-3.8129em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9119em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">s<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">s<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span><span class=\"delimsizing mult\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.75em;\"><span style=\"top:-3.75em;\"><span class=\"pstrut\" style=\"height:5em;\"><\/span><span style=\"width:0.333em;height:3em;\"><svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"0.333em\" height=\"3em\" viewBox=\"0 0 333 3000\"><path d=\"M145 15 v585 v1800 v585 c2.667,10,9.667,15,21,15\nc10,0,16.667,-5,20,-15 v-585 v-1800 v-585 c-2.667,-10,-9.667,-15,-21,-15\nc-10,0,-16.667,5,-20,15z M188 15 H145 v585 v1800 v585 h43z\"\/><\/svg><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.25em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size4\">]<\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">o<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n<p><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u3067\u5272\u3063\u3066 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2192<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0<\/span><\/span><\/span><\/span><\/eq> \u3068\u3059\u308c\u3070\u3001\u7b2c1\u306e\u7b49\u5f0f\u304c\u5f97\u3089\u308c\u307e\u3059\u3002<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:2.0658em;vertical-align:-0.7443em;\"><\/span><span class=\"mop op-limits\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.6944em;\"><span style=\"top:-2.3557em;margin-left:0em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mrel mtight\">\u2192<\/span><span class=\"mord mtight\">0<\/span><\/span><\/span><\/span><span style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span><span class=\"mop\">lim<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.7443em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.3214em;\"><span style=\"top:-2.314em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.677em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\">1<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.686em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mopen\">[<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2083em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2223<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><\/span><span class=\"katex-tag\"><span class=\"katex-strut\" style=\"height:2.0658em;vertical-align:-0.7443em;\"><\/span><span class=\"mord text\"><span class=\"mord\">(<\/span><span class=\"mord\"><span class=\"mord\">2.2<\/span><\/span><span class=\"mord\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n<p><strong>\u5206\u6563\u306e\u8a08\u7b97\u3002<\/strong> \u6761\u4ef6\u4ed8\u304d\u5206\u6563\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord\">\u22c5<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2223<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0641em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mopen\">[(<\/span><span class=\"mord\">\u22c5<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2223<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathbb\">E<\/span><span class=\"mopen\">[<\/span><span class=\"mord\">\u22c5<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2223<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0641em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u3067\u3059\u3002<\/p>\n<p><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mopen\">(<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2083em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0641em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u3092\u5c55\u958b\u3057\u307e\u3059\u3002(2.1) \u3092\u4f7f\u3046\u3068<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:8.0282em;vertical-align:-3.7641em;\"><\/span><span class=\"mord\"><span class=\"mtable\"><span class=\"col-align-r\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:4.2641em;\"><span style=\"top:-7.354em;\"><span class=\"pstrut\" style=\"height:3.954em;\"><\/span><span class=\"mord\"><\/span><\/span><span style=\"top:-4.74em;\"><span class=\"pstrut\" style=\"height:3.954em;\"><\/span><span class=\"mord\"><\/span><\/span><span style=\"top:-1.44em;\"><span class=\"pstrut\" style=\"height:3.954em;\"><\/span><span class=\"mord\"><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:3.7641em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"col-align-l\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:4.2641em;\"><span style=\"top:-7.354em;\"><span class=\"pstrut\" style=\"height:3.954em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mopen\">(<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2083em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8641em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span style=\"top:-4.74em;\"><span class=\"pstrut\" style=\"height:3.954em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"minner\"><span class=\"minner\"><span class=\"mopen delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size4\">(<\/span><\/span><span class=\"mop\"><span class=\"mop op-symbol large-op\" style=\"margin-right:0.4445em;position:relative;top:-0.0011em;\">\u222b<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.5912em;\"><span style=\"top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><span style=\"top:-3.8129em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9119em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:-0.1667em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">s<\/span><span class=\"mclose delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size4\">)<\/span><\/span><\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.954em;\"><span style=\"top:-4.2029em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mspace mtight\" style=\"margin-right:-0.1952em;\"><\/span><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"minner\"><span class=\"minner\"><span class=\"mopen delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size4\">(<\/span><\/span><span class=\"mop\"><span class=\"mop op-symbol large-op\" style=\"margin-right:0.4445em;position:relative;top:-0.0011em;\">\u222b<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.5912em;\"><span style=\"top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><span style=\"top:-3.8129em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9119em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:-0.1667em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size4\">)<\/span><\/span><\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.954em;\"><span style=\"top:-4.2029em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mspace mtight\" style=\"margin-right:-0.1952em;\"><\/span><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span style=\"top:-1.44em;\"><span class=\"pstrut\" style=\"height:3.954em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:1em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord\">2<\/span><span class=\"mspace\" style=\"margin-right:-0.1667em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"minner\"><span class=\"mopen delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size4\">(<\/span><\/span><span class=\"mop\"><span class=\"mop op-symbol large-op\" style=\"margin-right:0.4445em;position:relative;top:-0.0011em;\">\u222b<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.5912em;\"><span style=\"top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><span style=\"top:-3.8129em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9119em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:-0.1667em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">s<\/span><span class=\"mclose delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size4\">)<\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:-0.1667em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"minner\"><span class=\"mopen delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size4\">(<\/span><\/span><span class=\"mop\"><span class=\"mop op-symbol large-op\" style=\"margin-right:0.4445em;position:relative;top:-0.0011em;\">\u222b<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.5912em;\"><span style=\"top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><span style=\"top:-3.8129em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9119em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:-0.1667em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size4\">)<\/span><\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:3.7641em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n<p>\u7b2c1\u9805\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0641em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0278em;\">O<\/span><span class=\"mopen\">((<\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u3067\u3059\u3002\u7b2c3\u9805\uff08\u4ea4\u5dee\u9805\uff09\u306e\u671f\u5f85\u5024\u306f\u3001\u30b3\u30fc\u30b7\u30fc\u30fb\u30b7\u30e5\u30ef\u30eb\u30c4\u306e\u4e0d\u7b49\u5f0f\u306b\u3088\u308a <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.24em;vertical-align:-0.305em;\"><\/span><span class=\"mord sqrt\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.935em;\"><span class=\"svg-align\" style=\"top:-3.2em;\"><span class=\"pstrut\" style=\"height:3.2em;\"><\/span><span class=\"mord\" style=\"padding-left:1em;\"><span class=\"mord mathnormal\" style=\"margin-right:0.0278em;\">O<\/span><span class=\"mopen\">((<\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.7401em;\"><span style=\"top:-2.989em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u22c5<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0278em;\">O<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mclose\">)<\/span><\/span><\/span><span style=\"top:-2.895em;\"><span class=\"pstrut\" style=\"height:3.2em;\"><\/span><span class=\"hide-tail\" style=\"min-width:1.02em;height:1.28em;\"><svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"400em\" height=\"1.28em\" viewBox=\"0 0 400000 1296\" preserveAspectRatio=\"xMinYMin slice\"><path d=\"M263,681c0.7,0,18,39.7,52,119\nc34,79.3,68.167,158.7,102.5,238c34.3,79.3,51.8,119.3,52.5,120\nc340,-704.7,510.7,-1060.3,512,-1067\nl0 -0\nc4.7,-7.3,11,-11,19,-11\nH40000v40H1012.3\ns-271.3,567,-271.3,567c-38.7,80.7,-84,175,-136,283c-52,108,-89.167,185.3,-111.5,232\nc-22.3,46.7,-33.8,70.3,-34.5,71c-4.7,4.7,-12.3,7,-23,7s-12,-1,-12,-1\ns-109,-253,-109,-253c-72.7,-168,-109.3,-252,-110,-252c-10.7,8,-22,16.7,-34,26\nc-22,17.3,-33.3,26,-34,26s-26,-26,-26,-26s76,-59,76,-59s76,-60,76,-60z\nM1001 80h400000v40h-400000z\"\/><\/svg><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.305em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.138em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0278em;\">O<\/span><span class=\"mopen\">((<\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.888em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">3\/2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u3067\u3059\u3002\u7b2c2\u9805\u306e\u671f\u5f85\u5024\u306f\u3001\u4f0a\u85e4\u7b49\u9577\u516c\u5f0f\uff08\u7b2c58\u56de\uff09\u306b\u3088\u308a<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:8.4241em;vertical-align:-3.9621em;\"><\/span><span class=\"mord\"><span class=\"mtable\"><span class=\"col-align-r\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:4.4621em;\"><span style=\"top:-6.4621em;\"><span class=\"pstrut\" style=\"height:4.05em;\"><\/span><span class=\"mord\"><\/span><\/span><span style=\"top:-2.862em;\"><span class=\"pstrut\" style=\"height:4.05em;\"><\/span><span class=\"mord\"><\/span><\/span><span style=\"top:-0.4479em;\"><span class=\"pstrut\" style=\"height:4.05em;\"><\/span><span class=\"mord\"><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:3.9621em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"col-align-l\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:4.4621em;\"><span style=\"top:-6.4621em;\"><span class=\"pstrut\" style=\"height:4.05em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mspace\" style=\"margin-right:-0.1667em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"minner\"><span class=\"mopen\"><span class=\"delimsizing mult\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.05em;\"><span style=\"top:-4.05em;\"><span class=\"pstrut\" style=\"height:5.6em;\"><\/span><span style=\"width:0.667em;height:3.6em;\"><svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"0.667em\" height=\"3.6em\" viewBox=\"0 0 667 3600\"><path d=\"M403 1759 V84 H666 V0 H319 V1759 v0 v1759 v84 h347 v-84\nH403z M403 1759 V0 H319 V1759 v0 v1759 v84 h84z\"\/><\/svg><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.55em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"minner\"><span class=\"minner\"><span class=\"mopen delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size4\">(<\/span><\/span><span class=\"mop\"><span class=\"mop op-symbol large-op\" style=\"margin-right:0.4445em;position:relative;top:-0.0011em;\">\u222b<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.5912em;\"><span style=\"top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><span style=\"top:-3.8129em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9119em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">s<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size4\">)<\/span><\/span><\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.954em;\"><span style=\"top:-4.2029em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mspace mtight\" style=\"margin-right:-0.1952em;\"><\/span><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span><span class=\"delimsizing mult\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.05em;\"><span style=\"top:-4.05em;\"><span class=\"pstrut\" style=\"height:5.6em;\"><\/span><span style=\"width:0.333em;height:3.6em;\"><svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"0.333em\" height=\"3.6em\" viewBox=\"0 0 333 3600\"><path d=\"M145 15 v585 v2400 v585 c2.667,10,9.667,15,21,15\nc10,0,16.667,-5,20,-15 v-585 v-2400 v-585 c-2.667,-10,-9.667,-15,-21,-15\nc-10,0,-16.667,5,-20,15z M188 15 H145 v585 v2400 v585 h43z\"\/><\/svg><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.55em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\"><span class=\"delimsizing mult\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.05em;\"><span style=\"top:-4.05em;\"><span class=\"pstrut\" style=\"height:5.6em;\"><\/span><span style=\"width:0.667em;height:3.6em;\"><svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"0.667em\" height=\"3.6em\" viewBox=\"0 0 667 3600\"><path d=\"M347 1759 V0 H0 V84 H263 V1759 v0 v1759 H0 v84 H347z\nM347 1759 V0 H263 V1759 v0 v1759 h84z\"\/><\/svg><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.55em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span style=\"top:-2.862em;\"><span class=\"pstrut\" style=\"height:4.05em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mspace\" style=\"margin-right:-0.1667em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"minner\"><span class=\"mopen delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size4\">[<\/span><\/span><span class=\"mop\"><span class=\"mop op-symbol large-op\" style=\"margin-right:0.4445em;position:relative;top:-0.0011em;\">\u222b<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.5912em;\"><span style=\"top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><span style=\"top:-3.8129em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9119em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">s<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8641em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">s<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span><span class=\"delimsizing mult\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.75em;\"><span style=\"top:-3.75em;\"><span class=\"pstrut\" style=\"height:5em;\"><\/span><span style=\"width:0.333em;height:3em;\"><svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"0.333em\" height=\"3em\" viewBox=\"0 0 333 3000\"><path d=\"M145 15 v585 v1800 v585 c2.667,10,9.667,15,21,15\nc10,0,16.667,-5,20,-15 v-585 v-1800 v-585 c-2.667,-10,-9.667,-15,-21,-15\nc-10,0,-16.667,5,-20,15z M188 15 H145 v585 v1800 v585 h43z\"\/><\/svg><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.25em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size4\">]<\/span><\/span><\/span><\/span><\/span><span style=\"top:-0.4479em;\"><span class=\"pstrut\" style=\"height:4.05em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8641em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord mathnormal\">o<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:3.9621em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n<p>\u4f0a\u85e4\u7b49\u9577\u516c\u5f0f\u306f\u3001\u78ba\u7387\u7684\u306a\u7a4d\u5206\u306e\u4e8c\u4e57\u306e\u671f\u5f85\u5024\u3092\u88ab\u7a4d\u5206\u95a2\u6570\u306e\u4e8c\u4e57\u306e\u901a\u5e38\u7a4d\u5206\u306b\u5909\u63db\u3059\u308b\u516c\u5f0f\u3067\u3059\u3002\u3053\u308c\u306b\u3088\u308a\u78ba\u7387\u7a4d\u5206\u306e\u300c\u5927\u304d\u3055\u300d\u3092\u6e2c\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/p>\n<p>\u4ee5\u4e0a\u3092\u5408\u308f\u305b\u308b\u3068<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mopen\">[(<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2083em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.1141em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8641em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2223<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.1141em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8641em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">o<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n<p>\u4e00\u65b9 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathbb\">E<\/span><span class=\"mopen\">[<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2083em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2223<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0641em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0641em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">o<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mclose\">)<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">o<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u3067\u3059\u304b\u3089<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2083em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2223<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.1141em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8641em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">o<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n<p><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u3067\u5272\u3063\u3066\u6975\u9650\u3092\u53d6\u308b\u3068<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:2.0658em;vertical-align:-0.7443em;\"><\/span><span class=\"mop op-limits\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.6944em;\"><span style=\"top:-2.3557em;margin-left:0em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mrel mtight\">\u2192<\/span><span class=\"mord mtight\">0<\/span><\/span><\/span><\/span><span style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span><span class=\"mop\">lim<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.7443em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.3214em;\"><span style=\"top:-2.314em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.677em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\">1<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.686em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">t<\/span><span class=\"mbin mtight\">+<\/span><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2083em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2223<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.1141em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8641em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"katex-tag\"><span class=\"katex-strut\" style=\"height:2.0658em;vertical-align:-0.7443em;\"><\/span><span class=\"mord text\"><span class=\"mord\">(<\/span><span class=\"mord\"><span class=\"mord\">2.3<\/span><\/span><span class=\"mord\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n<p>\u220e<\/p>\n<h3>THM-SDE-3 \u306e\u8a3c\u660e<\/h3>\n<p>(1.1) \u306e <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8444em;vertical-align:-0.15em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq>, <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6944em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq>, <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8444em;vertical-align:-0.15em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306f\u5358\u72ec\u3067\u306f\u610f\u5473\u3092\u6301\u3061\u307e\u305b\u3093\u3002(1.1) \u306f\u300c\u4efb\u610f\u306e <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7804em;vertical-align:-0.136em;\"><\/span><span class=\"mord\">0<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2264<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7719em;vertical-align:-0.136em;\"><\/span><span class=\"mord mathnormal\">s<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2264<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6151em;\"><\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u306b\u5bfe\u3057\u3066 (1.2) \u304c\u6210\u308a\u7acb\u3064\u300d\u3053\u3068\u306e\u7701\u7565\u8a18\u6cd5\u3068\u3057\u3066\u5b9a\u7fa9\u3055\u308c\u307e\u3059\u3002<\/p>\n<p>\u306a\u305c\u7701\u7565\u8a18\u6cd5\u304c\u5fc5\u8981\u304b\u3068\u3044\u3046\u3068\u3001\u62e1\u6563\u4fc2\u6570 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><\/span><\/span><\/span><\/eq> \u304c 0 \u306b\u306a\u3089\u306a\u3044\u9650\u308a\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306e\u6a19\u672c\u8def\u306f\u5fae\u5206\u53ef\u80fd\u306b\u306a\u3089\u306a\u3044\u304b\u3089\u3067\u3059\uff08\u7b2c56\u56de\uff09\u3002\u3082\u3057 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mord\">\/<\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u304c\u5b58\u5728\u3059\u308b\u306a\u3089\u3001(1.1) \u3092 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6944em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u3067\u5272\u3063\u3066\u666e\u901a\u306e\u5fae\u5206\u65b9\u7a0b\u5f0f\u3068\u3057\u3066\u8aad\u3081\u307e\u3059\u304c\u3001\u30d6\u30e9\u30a6\u30f3\u904b\u52d5\u306e\u6a19\u672c\u8def\u304c\u5fae\u5206\u4e0d\u53ef\u80fd\u3067\u3042\u308b\u4ee5\u4e0a\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mord\">\/<\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u306f\u5b58\u5728\u3057\u307e\u305b\u3093\u3002\u3057\u305f\u304c\u3063\u3066 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mord\">\/<\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u3082\u5b58\u5728\u305b\u305a\u3001(1.1) \u3092\u300c<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306e\u5fae\u5206\u304c <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8889em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8444em;vertical-align:-0.15em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306b\u7b49\u3057\u3044\u300d\u3068\u8aad\u3080\u3053\u3068\u306f\u3067\u304d\u307e\u305b\u3093\u3002<\/p>\n<p>(1.1) \u3092\u6b63\u5f53\u5316\u3059\u308b\u306e\u306f\u3001\u3042\u304f\u307e\u3067\u7a4d\u5206\u5f62 (1.2) \u3067\u3059\u3002\u53f3\u8fba\u306e\u7b2c1\u9805 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.3443em;vertical-align:-0.3558em;\"><\/span><span class=\"mop\"><span class=\"mop op-symbol small-op\" style=\"margin-right:0.1945em;position:relative;top:-0.0006em;\">\u222b<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9885em;\"><span style=\"top:-2.3442em;margin-left:-0.1945em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">0<\/span><\/span><\/span><span style=\"top:-3.2579em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3558em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">s<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">s<\/span><\/span><\/span><\/span><\/eq> \u306f\u6a19\u672c\u8def\u3054\u3068\u306b\u901a\u5e38\u306e\u30eb\u30d9\u30fc\u30b0\u7a4d\u5206\u3068\u3057\u3066\u5b9a\u7fa9\u3055\u308c\u307e\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><\/span><\/span><\/span><\/eq> \u306e\u9023\u7d9a\u6027\u304b\u3089\u88ab\u7a4d\u5206\u95a2\u6570\u306f\u53ef\u7a4d\u5206\u3067\u3059\u3002\u7b2c2\u9805 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.3443em;vertical-align:-0.3558em;\"><\/span><span class=\"mop\"><span class=\"mop op-symbol small-op\" style=\"margin-right:0.1945em;position:relative;top:-0.0006em;\">\u222b<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9885em;\"><span style=\"top:-2.3442em;margin-left:-0.1945em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">0<\/span><\/span><\/span><span style=\"top:-3.2579em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3558em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">s<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1514em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">s<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306f\u7b2c58\u56de\u3067\u69cb\u6210\u3057\u305f\u4f0a\u85e4\u7a4d\u5206\u3067\u3059\u3002<\/p>\n<p>\u5fae\u5206\u5f62\u306f\u8a18\u53f7\u3068\u3057\u3066\u4fbf\u5229\u306a\u306e\u3067\u5e83\u304f\u4f7f\u308f\u308c\u307e\u3059\u304c\u3001\u300c\u5fae\u5206\u3057\u3066\u3044\u308b\u300d\u306e\u3067\u306f\u306a\u304f\u300c\u7a4d\u5206\u306e\u7565\u8a18\u300d\u3067\u3042\u308b\u3053\u3068\u3092\u5e38\u306b\u610f\u8b58\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<p>\u220e<\/p>\n<\/details>\n\n\n\n<h2 class=\"wp-block-heading\">5. \u53cd\u4f8b \u2015 \u5fae\u5206\u5f62\u306f\u5fae\u5206\u3067\u306f\u306a\u3044<\/h2>\n\n\n\n<h3 class=\"wp-block-heading\">CEX-SDE-1: \u5fae\u5206\u5f62\u3092\u305d\u306e\u307e\u307e\u5fae\u5206\u3060\u3068\u8aad\u3080\u8aa4\u308a<\/h3>\n\n\n\n<p>(1.1) \u3092\u898b\u3066\u300c<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u3092 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6151em;\"><\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u3067\u5fae\u5206\u3057\u305f\u3082\u306e\u300d\u3068\u8aad\u3080\u3068\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mord\">\/<\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7778em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mord\">\/<\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u304c\u5b58\u5728\u3059\u308b\u3053\u3068\u306b\u306a\u308a\u307e\u3059\u3002\u3057\u304b\u3057\u7b2c56\u56de\u3067\u8a3c\u660e\u3057\u305f\u901a\u308a\u3001\u30d6\u30e9\u30a6\u30f3\u904b\u52d5 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306e\u6a19\u672c\u8def\u306f\u307b\u3068\u3093\u3069\u78ba\u5b9f\u306b\u3069\u3053\u3067\u3082\u5fae\u5206\u4e0d\u53ef\u80fd\u3067\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mord\">\/<\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u304c\u5b58\u5728\u3057\u306a\u3044\u4ee5\u4e0a\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8889em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\"><span class=\"mrel\"><span class=\"mord katex-vbox\"><span class=\"katex-thinbox\"><span class=\"rlap\"><span class=\"katex-strut\" style=\"height:0.8889em;vertical-align:-0.1944em;\"><\/span><span class=\"katex-inner\"><span class=\"mord\"><span class=\"mrel\">\ue020<\/span><\/span><\/span><span class=\"katex-fix\"><\/span><\/span><\/span><\/span><\/span><span class=\"mspace nobreak\"><\/span><span class=\"mrel\">=<\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0<\/span><\/span><\/span><\/span><\/eq> \u3067\u3042\u308b\u9650\u308a <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mord\">\/<\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u3082\u5b58\u5728\u3057\u307e\u305b\u3093\u3002<\/p>\n\n\n\n<p>\u5fae\u5206\u5f62\u306f\u7a4d\u5206\u5f62 (1.2) \u306e\u7701\u7565\u3067\u3042\u308a\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8444em;vertical-align:-0.15em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq>, <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6944em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq>, <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8444em;vertical-align:-0.15em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306f\u500b\u5225\u306b\u610f\u5473\u3092\u6301\u3064\u91cf\u3067\u306f\u306a\u304f\u3001\u7a4d\u5206\u306e\u4e2d\u3067\u30bb\u30c3\u30c8\u3068\u3057\u3066\u4f7f\u308f\u308c\u308b\u8a18\u53f7\u3067\u3059\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">CEX-SDE-2: \u4fc2\u6570\u306e\u6761\u4ef6\u3092\u78ba\u8a8d\u3057\u306a\u304f\u3066\u3088\u3044\u3001\u3068\u3044\u3046\u59ff\u52e2<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">THM-SDE-2 \u306e\u7dda\u5f62\u5897\u5927\u6761\u4ef6\u3092\u6e80\u305f\u3055\u306a\u3044\u65b9\u7a0b\u5f0f\u3067\u306f\u3001\u89e3\u304c\u6709\u9650\u6642\u9593\u3067\u767a\u6563\u3059\u308b\u3053\u3068\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8444em;vertical-align:-0.15em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.1111em;vertical-align:-0.247em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8641em;\"><span style=\"top:-2.453em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.247em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:2em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">0<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">1<\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n\n\n\n<p>\u3053\u306e\u65b9\u7a0b\u5f0f\u306b\u306f\u62e1\u6563\u9805\u304c\u306a\u304f\u3001\u5e38\u5fae\u5206\u65b9\u7a0b\u5f0f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0019em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.7519em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2032<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0641em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u3068\u540c\u3058\u3067\u3059\u3002\u53b3\u5bc6\u89e3\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\">1\/<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">1<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u3067\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6151em;\"><\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">1<\/span><\/span><\/span><\/span><\/eq> \u3067\u767a\u6563\u3057\u307e\u3059\u3002<\/p>\n\n\n\n<p>\u30c9\u30ea\u30d5\u30c8\u4fc2\u6570 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">x<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8141em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">x<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0641em;vertical-align:-0.25em;\"><\/span><span class=\"mord\">\u2223<\/span><span class=\"mord\"><span class=\"mord mathnormal\">x<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mord\">\u2223<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2264<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">C<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">1<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\">\u2223<\/span><span class=\"mord mathnormal\">x<\/span><span class=\"mord\">\u2223<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u3092\u4efb\u610f\u306e <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\">x<\/span><\/span><\/span><\/span><\/eq> \u306b\u3064\u3044\u3066\u6e80\u305f\u3059\u5b9a\u6570 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">C<\/span><\/span><\/span><\/span><\/eq> \u304c\u5b58\u5728\u3057\u306a\u3044\u305f\u3081\u3001\u7dda\u5f62\u5897\u5927\u6761\u4ef6\u3092\u7834\u3063\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n<p>\u6570\u5024\u3067\u78ba\u8a8d\u3057\u307e\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.001<\/span><\/span><\/span><\/span><\/eq> \u306e\u30aa\u30a4\u30e9\u30fc\u6cd5\u3067\u8a08\u7b97\u3059\u308b\u3068\u3001<\/p>\n\n\n\n<table>\n<thead>\n<tr>\n<th><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6151em;\"><\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq><\/th>\n<th>\u53b3\u5bc6\u89e3<\/th>\n<th>\u6570\u5024\u89e3<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>0.5<\/td>\n<td>2.0<\/td>\n<td>1.9972<\/td>\n<\/tr>\n<tr>\n<td>0.8<\/td>\n<td>5.0<\/td>\n<td>4.9603<\/td>\n<\/tr>\n<tr>\n<td>0.9<\/td>\n<td>10.0<\/td>\n<td>9.7775<\/td>\n<\/tr>\n<tr>\n<td>0.95<\/td>\n<td>20.0<\/td>\n<td>18.8929<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<p><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6151em;\"><\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">1<\/span><\/span><\/span><\/span><\/eq> \u306b\u8fd1\u3065\u304f\u306b\u3064\u308c\u89e3\u304c\u6025\u6fc0\u306b\u5897\u5927\u3057\u3001\u6709\u9650\u6642\u9593\u3067\u767a\u6563\u3057\u307e\u3059\u3002\u7dda\u5f62\u5897\u5927\u6761\u4ef6\u306f\u300c\u89e3\u304c\u7206\u767a\u3057\u306a\u3044\u300d\u3053\u3068\u306e\u4fdd\u8a3c\u3067\u3042\u308a\u3001SDE \u3092\u7acb\u3066\u308b\u305f\u3073\u306b\u78ba\u8a8d\u3059\u3079\u304d\u6761\u4ef6\u3067\u3059\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">CEX-SDE-3: \u6570\u5024\u89e3\u6cd5\u306f\u523b\u307f\u3092\u5c0f\u3055\u304f\u3059\u308c\u3070\u5fc5\u305a\u6b63\u78ba\u3001\u3068\u3044\u3046\u7406\u89e3<\/h3>\n\n\n\n<p>\u901a\u5e38\u306e\u5fae\u5206\u65b9\u7a0b\u5f0f\uff08ODE\uff09\u306e\u30aa\u30a4\u30e9\u30fc\u6cd5\u3067\u306f\u8aa4\u5dee\u304c\u523b\u307f\u5e45 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq> \u306b\u6bd4\u4f8b\u3057\u3066\u7e2e\u307f\u307e\u3059\u3002\u3057\u304b\u3057 SDE \u306e\u30aa\u30a4\u30e9\u30fc\u30fb\u4e38\u5c71\u6cd5\u3067\u306f\u3001\u5f37\u3044\u610f\u5473\u306e\u8aa4\u5dee\u304c <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.04em;vertical-align:-0.1133em;\"><\/span><span class=\"mord sqrt\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9267em;\"><span class=\"svg-align\" style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\" style=\"padding-left:0.833em;\"><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><span style=\"top:-2.8867em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"hide-tail\" style=\"min-width:0.853em;height:1.08em;\"><svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"400em\" height=\"1.08em\" viewBox=\"0 0 400000 1080\" preserveAspectRatio=\"xMinYMin slice\"><path d=\"M95,702\nc-2.7,0,-7.17,-2.7,-13.5,-8c-5.8,-5.3,-9.5,-10,-9.5,-14\nc0,-2,0.3,-3.3,1,-4c1.3,-2.7,23.83,-20.7,67.5,-54\nc44.2,-33.3,65.8,-50.3,66.5,-51c1.3,-1.3,3,-2,5,-2c4.7,0,8.7,3.3,12,10\ns173,378,173,378c0.7,0,35.3,-71,104,-213c68.7,-142,137.5,-285,206.5,-429\nc69,-144,104.5,-217.7,106.5,-221\nl0 -0\nc5.3,-9.3,12,-14,20,-14\nH400000v40H845.2724\ns-225.272,467,-225.272,467s-235,486,-235,486c-2.7,4.7,-9,7,-19,7\nc-6,0,-10,-1,-12,-3s-194,-422,-194,-422s-65,47,-65,47z\nM834 80h400000v40h-400000z\"\/><\/svg><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1133em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306b\u6bd4\u4f8b\u3057\u307e\u3059\u3002<\/p>\n\n\n\n<p>\u5e7e\u4f55\u30d6\u30e9\u30a6\u30f3\u904b\u52d5 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8444em;vertical-align:-0.15em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8889em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8444em;vertical-align:-0.15em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq>\uff08<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.05<\/span><\/span><\/span><\/span><\/eq>, <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.3<\/span><\/span><\/span><\/span><\/eq>, <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">0<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">100<\/span><\/span><\/span><\/span><\/eq>\uff09\u3067\u3001\u523b\u307f\u3092\u5909\u3048\u305f\u3068\u304d\u306e\u5f37\u3044\u8aa4\u5dee\u3092\u6e2c\u5b9a\u3057\u307e\u3057\u305f\u3002<\/p>\n\n\n\n<table>\n<thead>\n<tr>\n<th>\u523b\u307f\u6570<\/th>\n<th><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><\/span><\/eq><\/th>\n<th>\u5f37\u3044\u8aa4\u5dee<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>50<\/td>\n<td>0.02<\/td>\n<td>0.7475<\/td>\n<\/tr>\n<tr>\n<td>200<\/td>\n<td>0.005<\/td>\n<td>0.3754<\/td>\n<\/tr>\n<tr>\n<td>1000<\/td>\n<td>0.001<\/td>\n<td>0.1706<\/td>\n<\/tr>\n<tr>\n<td>2000<\/td>\n<td>0.0005<\/td>\n<td>0.1213<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<p class=\"wp-block-paragraph\">\u5bfe\u6570\u30b9\u30b1\u30fc\u30eb\u3067\u306e\u50be\u304d\u306f 0.4921 \u3067\u3042\u308a\u3001\u7406\u8ad6\u5024 0.5 \u3068\u3088\u304f\u4e00\u81f4\u3057\u307e\u3059\u3002\u523b\u307f\u3092 4 \u5206\u306e 1 \u306b\u3057\u3066\u3082\u8aa4\u5dee\u306f\u534a\u5206\u306b\u3057\u304b\u306a\u308a\u307e\u305b\u3093\u3002ODE \u306e\u611f\u899a\u3067\u300c\u523b\u307f\u3092\u7d30\u304b\u304f\u3059\u308c\u3070\u5341\u5206\u300d\u3068\u8003\u3048\u308b\u3068\u3001\u8a08\u7b97\u30b3\u30b9\u30c8\u306b\u898b\u5408\u308f\u306a\u3044\u7cbe\u5ea6\u3057\u304b\u5f97\u3089\u308c\u307e\u305b\u3093\u3002<\/p>\n\n\n\n<p>\u3053\u306e\u7bc0\u306e\u307e\u3068\u3081: \u5fae\u5206\u5f62\u306f\u8a18\u53f7\u306e\u7701\u7565\u3067\u3042\u308a\u3001\u6a19\u672c\u8def\u306f\u5fae\u5206\u4e0d\u53ef\u80fd\u3067\u3059\u3002\u4fc2\u6570\u306e\u6761\u4ef6\u3092\u7834\u308b\u3068\u6709\u9650\u6642\u9593\u767a\u6563\u304c\u8d77\u304d\u3001\u6570\u5024\u89e3\u6cd5\u306e\u53ce\u675f\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.04em;vertical-align:-0.1133em;\"><\/span><span class=\"mord sqrt\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9267em;\"><span class=\"svg-align\" style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\" style=\"padding-left:0.833em;\"><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><span style=\"top:-2.8867em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"hide-tail\" style=\"min-width:0.853em;height:1.08em;\"><svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"400em\" height=\"1.08em\" viewBox=\"0 0 400000 1080\" preserveAspectRatio=\"xMinYMin slice\"><path d=\"M95,702\nc-2.7,0,-7.17,-2.7,-13.5,-8c-5.8,-5.3,-9.5,-10,-9.5,-14\nc0,-2,0.3,-3.3,1,-4c1.3,-2.7,23.83,-20.7,67.5,-54\nc44.2,-33.3,65.8,-50.3,66.5,-51c1.3,-1.3,3,-2,5,-2c4.7,0,8.7,3.3,12,10\ns173,378,173,378c0.7,0,35.3,-71,104,-213c68.7,-142,137.5,-285,206.5,-429\nc69,-144,104.5,-217.7,106.5,-221\nl0 -0\nc5.3,-9.3,12,-14,20,-14\nH400000v40H845.2724\ns-225.272,467,-225.272,467s-235,486,-235,486c-2.7,4.7,-9,7,-19,7\nc-6,0,-10,-1,-12,-3s-194,-422,-194,-422s-65,47,-65,47z\nM834 80h400000v40h-400000z\"\/><\/svg><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1133em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u3068\u9045\u3044\u3053\u3068\u304c\u78ba\u8a8d\u3067\u304d\u307e\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">6. \u6570\u5024\u4f8b \u2015 \u4fc2\u6570\u3092\u6570\u5024\u7684\u306b\u53d6\u308a\u51fa\u3059<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">THM-SDE-1 \u3092\u6570\u5024\u3067\u691c\u8a3c\u3057\u307e\u3059\u3002\u5e7e\u4f55\u30d6\u30e9\u30a6\u30f3\u904b\u52d5<\/p>\n\n\n\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8444em;vertical-align:-0.15em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8889em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8444em;vertical-align:-0.15em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n\n\n\n<p>\u3067 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.05<\/span><\/span><\/span><\/span><\/eq>, <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.3<\/span><\/span><\/span><\/span><\/eq>, <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">0<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">100<\/span><\/span><\/span><\/span><\/eq> \u3068\u3057\u307e\u3059\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u30c9\u30ea\u30d5\u30c8\u4fc2\u6570\u3068\u62e1\u6563\u4fc2\u6570\u306e\u63a8\u5b9a<\/h3>\n\n\n\n<p><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.001<\/span><\/span><\/span><\/span><\/eq> \u3068\u3057\u3066 100000 \u672c\u306e\u7d4c\u8def\u3067\u5897\u5206 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u0394<\/span><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">0<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u3092\u751f\u6210\u3057\u3001\u5e73\u5747\u3068\u5206\u6563\u3092\u8a08\u7b97\u3057\u307e\u3059\u3002<\/p>\n\n\n\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:3.687em;vertical-align:-1.5935em;\"><\/span><span class=\"mord\"><span class=\"mtable\"><span class=\"col-align-r\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.0935em;\"><span style=\"top:-4.0935em;\"><span class=\"pstrut\" style=\"height:3.427em;\"><\/span><span class=\"mord\"><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.427em;\"><span style=\"top:-2.314em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.677em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord mathbb\">E<\/span><span class=\"mopen\">[<\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mclose\">]<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.686em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><\/span><\/span><span style=\"top:-2.1935em;\"><span class=\"pstrut\" style=\"height:3.427em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">0<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.5935em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"col-align-l\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.0935em;\"><span style=\"top:-4.0935em;\"><span class=\"pstrut\" style=\"height:3.427em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2248<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.3214em;\"><span style=\"top:-2.314em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\">0.001<\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.677em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\">0.005917<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.686em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\">5.9173<\/span><\/span><\/span><span style=\"top:-2.1935em;\"><span class=\"pstrut\" style=\"height:3.427em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\">0.05<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u00d7<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord\">100<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\">5.0<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.5935em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n\n\n\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:3.7111em;vertical-align:-1.6056em;\"><\/span><span class=\"mord\"><span class=\"mtable\"><span class=\"col-align-r\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.1056em;\"><span style=\"top:-4.1056em;\"><span class=\"pstrut\" style=\"height:3.427em;\"><\/span><span class=\"mord\"><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.427em;\"><span style=\"top:-2.314em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.677em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mclose\">]<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.686em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><\/span><\/span><span style=\"top:-2.1814em;\"><span class=\"pstrut\" style=\"height:3.427em;\"><\/span><span class=\"mord\"><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8641em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8641em;\"><span style=\"top:-2.453em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">0<\/span><\/span><\/span><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.247em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.6056em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"col-align-l\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.1056em;\"><span style=\"top:-4.1056em;\"><span class=\"pstrut\" style=\"height:3.427em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2248<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.3214em;\"><span style=\"top:-2.314em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\">0.001<\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.677em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\">0.901622<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.686em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\">901.6224<\/span><\/span><\/span><span style=\"top:-2.1814em;\"><span class=\"pstrut\" style=\"height:3.427em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\">0.09<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u00d7<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord\">10000<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\">900.0<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.6056em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n\n\n\n<p>\u30c9\u30ea\u30d5\u30c8\u4fc2\u6570\u306e\u63a8\u5b9a\u306b\u306f\u7d71\u8a08\u7684\u306a\u3070\u3089\u3064\u304d\u304c\u6b8b\u308a\u307e\u3059\u304c\u3001\u62e1\u6563\u4fc2\u6570\u306e\u4e8c\u4e57\u306e\u63a8\u5b9a\u306f 901.6224 \u5bfe 900.0 \u3068\u826f\u3044\u4e00\u81f4\u3092\u793a\u3057\u307e\u3059\u3002\u5206\u6563\u306e\u63a8\u5b9a\u306f\u671f\u5f85\u5024\u3088\u308a\u3082\u5b89\u5b9a\u3057\u3066\u3044\u308b\u3053\u3068\u304c\u308f\u304b\u308a\u307e\u3059\u3002\u3053\u308c\u306f THM-SDE-1 \u306e\u901a\u308a\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8141em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u304c\u5206\u6563\u306e\u4e3b\u8981\u9805\u3067\u3042\u308b\u306e\u306b\u5bfe\u3057\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><\/span><\/span><\/span><\/eq> \u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0278em;\">O<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u306e\u4fe1\u53f7\u3092\u62fe\u3046\u5fc5\u8981\u304c\u3042\u308b\u305f\u3081\u3067\u3059\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u30aa\u30a4\u30e9\u30fc\u30fb\u4e38\u5c71\u6cd5\u3068\u53b3\u5bc6\u89e3\u306e\u6bd4\u8f03<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u5e7e\u4f55\u30d6\u30e9\u30a6\u30f3\u904b\u52d5\u306e\u53b3\u5bc6\u89e3\u306f<\/p>\n\n\n\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.8em;vertical-align:-0.65em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:-0.0785em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">0<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\">exp<\/span><span class=\"mspace\" style=\"margin-right:-0.1667em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"minner\"><span class=\"mopen delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size2\">(<\/span><\/span><span class=\"minner\"><span class=\"mopen delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size2\">(<\/span><\/span><span class=\"mord mathnormal\">\u03bc<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.0179em;\"><span style=\"top:-2.655em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.394em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8913em;\"><span style=\"top:-2.931em;margin-right:0.0714em;\"><span class=\"pstrut\" style=\"height:2.5em;\"><\/span><span class=\"katex-sizing reset-size3 size1 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.345em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mclose delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size2\">)<\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">W<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2806em;\"><span style=\"top:-2.55em;margin-left:-0.1389em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">t<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose delimcenter\" style=\"top:0em;\"><span class=\"delimsizing size2\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n\n\n\n<p>\u3067\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord\">\u0394<\/span><span class=\"mord mathnormal\">t<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.001<\/span><\/span><\/span><\/span><\/eq>\uff081000 \u523b\u307f\uff09\u3067 10000 \u672c\u306e\u7d4c\u8def\u3092\u30aa\u30a4\u30e9\u30fc\u30fb\u4e38\u5c71\u6cd5\u3067\u8a08\u7b97\u3057\u3001\u540c\u3058\u30d6\u30e9\u30a6\u30f3\u904b\u52d5\u306e\u5b9f\u73fe\u3092\u4f7f\u3063\u305f\u53b3\u5bc6\u89e3\u3068\u6bd4\u8f03\u3057\u307e\u3059\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n\n<li>\u53b3\u5bc6\u89e3\u306e\u5e73\u5747: 104.9847<\/li>\n\n\n<li>\u30aa\u30a4\u30e9\u30fc\u30fb\u4e38\u5c71\u6cd5\u306e\u5e73\u5747: 104.9839<\/li>\n\n\n<li>\u5f37\u3044\u8aa4\u5dee\uff08\u30d1\u30b9\u3054\u3068\u306e\u7d76\u5bfe\u8aa4\u5dee\u306e\u5e73\u5747\uff09: 0.1691<\/li>\n\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">\u5f31\u3044\u610f\u5473\uff08\u671f\u5f85\u5024\u306e\u5dee\uff09\u3067\u306f 0.0008 \u3068\u975e\u5e38\u306b\u5c0f\u3055\u3044\u8aa4\u5dee\u3067\u3059\u304c\u3001\u5f37\u3044\u610f\u5473\uff08\u30d1\u30b9\u3054\u3068\u306e\u8aa4\u5dee\uff09\u3067\u306f 0.1691 \u3068\u3001\u5f31\u3044\u8aa4\u5dee\u3088\u308a\u6841\u9055\u3044\u306b\u5927\u304d\u304f\u306a\u308a\u307e\u3059\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u3053\u306e\u7bc0\u306e\u307e\u3068\u3081: \u77ed\u3044\u6642\u9593\u306e\u5897\u5206\u306e\u5e73\u5747\u3068\u5206\u6563\u304b\u3089\u30c9\u30ea\u30d5\u30c8\u4fc2\u6570\u3068\u62e1\u6563\u4fc2\u6570\u3092\u6570\u5024\u7684\u306b\u53d6\u308a\u51fa\u305b\u308b\u3053\u3068\u3092\u78ba\u8a8d\u3057\u307e\u3057\u305f\u3002\u30aa\u30a4\u30e9\u30fc\u30fb\u4e38\u5c71\u6cd5\u306f\u5f31\u3044\u610f\u5473\u3067\u306f\u5341\u5206\u306a\u7cbe\u5ea6\u3067\u3059\u304c\u3001\u5f37\u3044\u610f\u5473\u3067\u306f\u53ce\u675f\u304c\u9045\u304f\u306a\u308a\u307e\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">7. \u6b21\u56de\u3078 \u2015 \u5e73\u5747\u306b\u5f15\u304d\u623b\u3055\u308c\u308b\u52d5\u304d<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u4eca\u56de\u306e SDE \u3067\u306f\u3001\u30c9\u30ea\u30d5\u30c8\u4fc2\u6570\u304c\u6b63\u306a\u3089\u3070\u5e73\u5747\u3068\u3057\u3066\u5897\u52a0\u3057\u3001\u62e1\u6563\u4fc2\u6570\u304c\u5927\u304d\u3044\u307b\u3069\u7d4c\u8def\u304c\u5e83\u304c\u308b\u3053\u3068\u3092\u898b\u307e\u3057\u305f\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6b21\u56de\uff08\u7b2c62\u56de\uff09\u3067\u306f\u3001\u30c9\u30ea\u30d5\u30c8\u4fc2\u6570\u304c\u300c\u73fe\u5728\u306e\u5024\u304c\u5e73\u5747\u304b\u3089\u96e2\u308c\u308b\u307b\u3069\u5f15\u304d\u623b\u3059\u529b\u304c\u5f37\u304f\u306a\u308b\u300d\u3088\u3046\u306a SDE \u3092\u6271\u3044\u307e\u3059\u3002\u5e73\u5747\u306b\u56de\u5e30\u3059\u308b\u52d5\u304d\u306f\u3001\u91d1\u5229\u3084\u70ba\u66ff\u306e\u30e2\u30c7\u30eb\u3067\u4e2d\u5fc3\u7684\u306a\u5f79\u5272\u3092\u679c\u305f\u3057\u307e\u3059\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6b21\u306e\u30de\u30a4\u30eb\u30b9\u30c8\u30fc\u30f3\u307e\u3067\u3042\u3068 16 \u672c\u3067\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u3088\u304f\u3042\u308b\u8cea\u554f<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>dX\u3084dW\u306f\u4f55\u3067\u3059\u304b<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5fae\u5c0f\u306a\u5909\u5316\u3092\u8868\u3059\u8a18\u53f7\u3067\u3001\u5b9f\u969b\u306b\u306f\u7a4d\u5206\u306e\u5f62\u304c\u672c\u4f53\u3067\u3059\u3002\u5358\u72ec\u3067\u610f\u5473\u3092\u6301\u3064\u91cf\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u30c9\u30ea\u30d5\u30c8\u304c\u6b63\u306a\u3089\u5fc5\u305a\u5897\u3048\u307e\u3059\u304b<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5e73\u5747\u3068\u3057\u3066\u306f\u5897\u3048\u307e\u3059\u304c\u3001\u500b\u3005\u306e\u7d4c\u8def\u306f\u4e0b\u304c\u308b\u3053\u3068\u3082\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u6570\u5024\u3067\u89e3\u304f\u3068\u304d\u306e\u6ce8\u610f\u306f\u3042\u308a\u307e\u3059\u304b<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u523b\u307f\u3092\u5c0f\u3055\u304f\u3057\u3066\u3082\u8aa4\u5dee\u306e\u7e2e\u307f\u304c\u9045\u3044\u3053\u3068\u3067\u3059\u3002\u7cbe\u5ea6\u304c\u8981\u308b\u306a\u3089\u5225\u306e\u65b9\u6cd5\u3092\u4f7f\u3044\u307e\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u53c2\u8003\u6587\u732e<\/h2>\n\n\n\n<ol class=\"wp-block-list\">\n\n<li>Oksendal B.\u3001Stochastic Differential Equations\u3001\u7b2c6\u7248\u3001Springer\u30012003\u5e74<\/li>\n\n\n<li>Kloeden P. E. and Platen E.\u3001Numerical Solution of Stochastic Differential Equations\u3001Springer\u30011992\u5e74<\/li>\n\n<\/ol>\n\n\n\n<hr class=\"wp-block-separator\"\/>\n\n\n\n<p class=\"wp-block-paragraph\"><em>\u6570\u5024\u4f8b\u306f <code>compute.py<\/code> \u306b\u3088\u308a\u4e71\u6570\u30b7\u30fc\u30c9\u56fa\u5b9a\u3067\u691c\u7b97\u6e08\u307f\u3002<\/em><\/p>\n\n","protected":false},"excerpt":{"rendered":"<p>\u4f4d\u7f6e: \u7b2c6\u90e8 \u7b2c61\u56de \/ \u524d\u63d0: \u7b2c58\u56de\u3001\u7b2c60\u56de \/ \u6570\u5b66\u7de8: M25 \/ \u3053\u306e\u56de\u3067\u3067\u304d\u308b\u3088\u3046\u306b\u306a\u308b\u3053\u3068: \u78ba\u7387\u5fae\u5206\u65b9\u7a0b\u5f0f\u3092\u8aad\u3093\u3067\u3001\u30c9\u30ea\u30d5\u30c8\u9805\u3068\u62e1\u6563\u9805\u304c\u305d\u308c\u305e\u308c\u4fa1\u683c\u306e\u4f55\u3092\u8868\u3059\u304b\u3092\u8aac\u660e\u3067\u304d\u308b 0. \u7269\u8a9e \u2015 \u523b\u307f\u3092 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":209161,"comment_status":"closed","ping_status":"","sticky":false,"template":"","format":"standard","meta":{"swell_btn_cv_data":"","footnotes":""},"categories":[159],"tags":[165],"class_list":["post-208443","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-financial-engineering","tag-fe-part5-continuous-time"],"aioseo_notices":[],"aioseo_head":"\n\t\t<!-- All in One SEO 5.0.4 - aioseo.com -->\n\t<meta name=\"description\" content=\"\u4f4d\u7f6e: \u7b2c6\u90e8 \u7b2c61\u56de \/ \u524d\u63d0: \u7b2c58\u56de\u3001\u7b2c60\u56de \/ \u6570\u5b66\u7de8: M25 \/ \u3053\u306e\u56de\u3067\u3067\u304d\u308b\u3088\u3046\u306b\u306a\u308b\u3053\" \/>\n\t<meta name=\"robots\" content=\"max-image-preview:large\" \/>\n\t<meta name=\"author\" content=\"\u6c34\u91ce\u502b\u592a\u90ce\"\/>\n\t<link rel=\"canonical\" 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