201506/12週五 演講 [因故取消] Local Time and a Generalized Itô Rule for Brownian Motion: Definition of Local Time and the Tanaka Formula (2) 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.