Arsip Kuliah Umum・Semester Genap 2011/2012
201202/24Jum Kuliah Umum

Review of Markov Properties & Computations Based on Passage Times:Brownian Motion on a Half-Line II

楊如琛先生中央大學數學系 上午 10:00–12:00 Gedung Hongjing 219 室
參考: Brownian Motion and Stochastic Calculus 2/E, Ioannis Karatzas and Steven E. Shreve.