Arsip Kuliah Umum・Semester Genap 2014/2015
201503/20Jum Kuliah Umum

Representations of Continuous Martingales in Terms of Brownian Motion: Brownian Functionals as Stochastic Integrals

林柏佐先生 下午 2:00–3:50 Gedung Hongjing M328室
參考: Brownian Motion and Stochastic Calculus 2/E, Ioannis Karatzas and Steven E. Shreve.