Local Time and a Generalized Itô Rule for Brownian Motion: Definition of Local Time and the Tanaka Formula
林柏佐先生 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
201506/05週五