Local Time and a Generalized Itô Rule for Brownian Motion: The Trotter Existence Theorem (2)
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.
Arsip Kuliah Umum・Semester Gasal 2015/2016
201510/23Jum