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- In probability theory, stochastic drift is the change of the average value of a stochastic (random) process. A related concept is the drift rate, which is the rate at which the average changes. For example, a process that counts the number of heads in a series of fair coin tosses has a drift rate of 1/2 per toss. This is in contrast to the random fluctuations about this average value. The stochastic mean of that coin-toss process is 1/2 and the drift rate of the stochastic mean is 0, assuming 1 = heads and 0 = tails. (en)
- 漂移项（英語：drift term）表示随机过程中，时间序列的正或负趋势。当随机变量是金融资产时，作出正的漂移假设是合适的，因为风险资产应该提供正的收益以补偿投资者所承担的风险，这样漂移类似于期望收益。變量的漂移参数表示每段小时间中，因漂移產生的变化為。若衹考慮漂移，每段小时间导致的期望收益变化就等於。 漂移項可与維納過程结合在一起，即可以考慮一个随机过程為漂移和基本維納过程两项之和。现在随机变量的变化有两个原因。第一个原因是在小的时间间隔，收益的期望值；第二个原因是随机变化，它用基本Wiener过程（即布朗運動）去描述。这样资产价格在小的时间间隔上的变化，可以用下面的随机微分方程描述： (zh)
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- In probability theory, stochastic drift is the change of the average value of a stochastic (random) process. A related concept is the drift rate, which is the rate at which the average changes. For example, a process that counts the number of heads in a series of fair coin tosses has a drift rate of 1/2 per toss. This is in contrast to the random fluctuations about this average value. The stochastic mean of that coin-toss process is 1/2 and the drift rate of the stochastic mean is 0, assuming 1 = heads and 0 = tails. (en)
- 漂移项（英語：drift term）表示随机过程中，时间序列的正或负趋势。当随机变量是金融资产时，作出正的漂移假设是合适的，因为风险资产应该提供正的收益以补偿投资者所承担的风险，这样漂移类似于期望收益。變量的漂移参数表示每段小时间中，因漂移產生的变化為。若衹考慮漂移，每段小时间导致的期望收益变化就等於。 漂移項可与維納過程结合在一起，即可以考慮一个随机过程為漂移和基本維納过程两项之和。现在随机变量的变化有两个原因。第一个原因是在小的时间间隔，收益的期望值；第二个原因是随机变化，它用基本Wiener过程（即布朗運動）去描述。这样资产价格在小的时间间隔上的变化，可以用下面的随机微分方程描述： (zh)
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- Stochastic drift (en)
- 漂移项 (zh)
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