Arsip Kuliah Umum・Semester Genap 2014/2015
201503/13Jum Kuliah Umum

Representations of Continuous Martingales in Terms of Brownian Motion: Brownian Martingales as Stochastic Integrals (3)

陳韋達先生中央大學 上午 10:00–11:50 Gedung Hongjing M328 室
參考: Brownian Motion and Stochastic Calculus 2/E, Ioannis Karatzas and Steven E. Shreve.