Arsip Kuliah Umum・Semester Genap 2014/2015
201507/15Rab Kuliah Umum

Ito's Formula and its Applications

[因故取消] Jiayang Yu余佳洋博士後研究員國立中央大學數學系 上午 10:00–12:00 健雄館 208 室
Abstract: In this talk we will give a brief proof of Ito's formula. Some general forms of Ito's formula will also be given. At last, we will give some simple applications of Ito's formula.