Representations of Continuous Martingales in Terms of Brownian Motion: Brownian Functionals as Stochastic Integrals (2)
林柏佐先生 下午 2:00–3:50 Hongjing Hall M328 室參考:
Brownian Motion and Stochastic Calculus 2/E,
Ioannis Karatzas and Steven E. Shreve.
Past Talks・Spring 2015
201503/27Fri