The Girsanov Theorem: The Novikov Condition
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.
Past Talks・Spring 2015
201505/22Fri