Past Talks・Spring 2016
201602/26Fri Talk

Local Time and a Generalized Itô Rule for Brownian Motion: The Engelbert-Schmidt Zero-One Law (3)

陳韋達先生國立中央大學數學系 下午 2:00–3:50 Hongjing Hall M430
參考: Brownian Motion and Stochastic Calculus 2/E, Ioannis Karatzas and Steven E. Shreve.