Representations of Continuous Martingales in Terms of Brownian Motion: Continuous Local Martingales as Time-Changed Brownian Motions(2)
林柏佐先生 下午 2:00–3:50 Gedung Hongjing 107 室參考:
Brownian Motion and Stochastic Calculus 2/E,
Ioannis Karatzas and Steven E. Shreve.