Past Talks・Fall 2011
201112/09Fri Talk

Computations Based on Passage Times: Brownian Motion on a Half-Line

Mr. Ju-Chen Justin Yang, 楊如琛先生 上午 10:00–12:00 Hongjing Hall 107 室
Reference: Brownian Motion and Stochastic Calculus 2/E, Ioannis Karatzas and Steven E. Shreve.