Representations of Continuous Martingales in Terms of Brownian Motion: Brownian Functionals as Stochastic Integrals (3)
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.
歷史演講・103 學年度下學期
201504/10週五