Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. It is used to model systems that behave randomly I would introduce how the Itô integral can be consturcted.
타이거 세미나
| 제목 | (영문발표 20170928 Construction of Itô integral) 유준희 |
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| 첨부 |
BK세미나(20170928유준희).pdf
BK세미나(20170928유준희).pptx |