歷史演講・103 學年度下學期
201503/06週五 演講

Representations of Continuous Martingales in Terms of Brownian Motion: Brownian Martingales as Stochastic Integrals (2)

陳韋達先生中央大學數學系 下午 2:00–3:50 鴻經館 M328
參考: Brownian Motion and Stochastic Calculus 2/E, Ioannis Karatzas and Steven E. Shreve.