課程概述 |
1. Martingales (Coutinued from 機率論一, Durrett, Chap4)
2. Brownian Motion (Durrett, Chap7)
3. Ito Integrals (ΦKsendal, Chap3)
4. Ito formula and Related (ΦKsendal, Chap4)
5. Stochastic Diffusious Equations (ΦKsendal, Chap5)
6. Diffusious, Basic Properties (ΦKsendal, Chap7)
7, Some optionals |