Local Time and a Generalized Itô Rule for Brownian Motion: Definition of Local Time and the Tanaka Formula
陳韋達先生國立中央大學數學系 下午 2:00–3:50 Gedung Hongjing M430 室參考:
Brownian Motion and Stochastic Calculus 2/E,
Ioannis Karatzas and Steven E. Shreve.