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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