歷史演講・103 學年度下學期
201503/27週五 演講

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

林柏佐先生 下午 2:00–3:50 鴻經館 M328 室
參考: Brownian Motion and Stochastic Calculus 2/E, Ioannis Karatzas and Steven E. Shreve.