Advanced Stochastic Calculus Seminar
主講者: | 楊如琛先生 (中研院數學所) |
講題: | Continuous-Time Martingales: Fundamental Inequalities and Convergence Results |
時間: | 2010-07-26 (Mon.) 10:00 - 12:00 |
地點: | 數學所 714 研討室 (台大院區) |
Abstract: | Reference:
Brownian Motion and Stochastic Calculus 2/E, Ioannis Karatzas and Steven E. Shreve Probability: Theory and Examples 3/E, Rick Durrett A Course in Probability Theory 3/E, Kai Lai Chung |
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