Arsip Kuliah Umum・Semester Gasal 2011/2012
201111/25Jum Kuliah Umum

Computations Based on Passage Times: Brownian Motion and Its Running Maximum

楊如琛先生National Central University 上午 10:00–12:00 Gedung Hongjing 107 室
Reference: Brownian Motion and Stochastic Calculus 2/E, Ioannis Karatzas and Steven E. Shreve.