Arsip Kuliah Umum・Semester Genap 2011/2012
201203/23Jum Kuliah Umum

Computations Based on Passage Times:Brownian Motion on a Finite Interval

須上苑博士中研院數研所 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.