2016-02-01から1日間の記事一覧
最近確率解析の基礎を考えています。The fundamental element of the stochastic calculus seems to be the Ito integral, or the integral of a function with respect to Brownian Motion. The next important rule is Ito's Lemma, an analog of the chai…
最近確率解析の基礎を考えています。The fundamental element of the stochastic calculus seems to be the Ito integral, or the integral of a function with respect to Brownian Motion. The next important rule is Ito's Lemma, an analog of the chai…