Past Talks・Spring 2015
201505/15Fri Talk

The Girsanov Theorem: Brownian Motion with Drift (2)

陳韋達先生國立中央大學數學系 下午 2:00–3:50 Hongjing Hall M328
參考: Brownian Motion and Stochastic Calculus 2/E, Ioannis Karatzas and Steven E. Shreve.