Local Time and a Generalized Itô Rule for Brownian Motion: Definition of Local Time and the Tanaka Formula
林柏佐先生 下午 2:00–3:50 Gedung Hongjing M328參考:
Brownian Motion and Stochastic Calculus 2/E,
Ioannis Karatzas and Steven E. Shreve.
Arsip Kuliah Umum・Semester Genap 2014/2015
201506/05Jum