Past Talks・Fall 2013
201312/27Fri Talk

The Change-of-Variable Formula: Martingale Characterization of Brownian Motion

陳韋達先生中央大學數學系 上午 10:00–12:00 Hongjing Hall M328
參考: Brownian Motion and Stochastic Calculus 2/E, Ioannis Karatzas and Steven E. Shreve.