中文摘要：

基于Ross提出的修复理论，预测了债券市场实际收益率的分布．给出了修复理论的数学理论依据．拓展了修复理论到无界扩散过程上。证实修复理论可以应用于典型的利率模型,进一步地，分析修复理论在多维扩散过程，带跳过程的应用．

英文摘要：

Based on the recovery theorem of Ross, distribution of the real-world interest rate in bond market is predicted. A mathematical foundation for finite state Markov chain measure change is built. Ross recovery theorem is extended to unbounded diffusions. And the recovery is shown to be possible for some typical interest rate models. Ross recovery is further analyzed for multi-dimensional diffusions and jump diffusions.