Local Time and a Generalized Itô Rule for Brownian Motion: A Generalized Itô Rule for Convex Functions (4)
陳韋達先生國立中央大學數學系 下午 3:00–3:50 Gedung Hongjing M430參考:
Brownian Motion and Stochastic Calculus 2/E,
Ioannis Karatzas and Steven E. Shreve.