Past Talks・Spring 2012
201203/23Fri Talk

Computations Based on Passage Times:Brownian Motion on a Finite Interval

須上苑博士中研院數研所 上午 10:00–12:00 Hongjing Hall 219 室
參考: Brownian Motion and Stochastic Calculus 2/E, Ioannis Karatzas and Steven E. Shreve.