STIT 发表于 2025-3-28 15:59:23
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0172-4568The Wharton School course that forms the basis for this book is designed for energetic students who have had some experience with probability and statistics but have not had ad vanced courses in stochastic processes. Although the course assumes only a modest background, it moves quickly, and in thMINT 发表于 2025-3-29 02:08:01
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First Martingale Steps,m of this chapter is to introduce the most intuitive features of martingales while minimizing formalities and technical details. A few definitions given here will be refined later, but the redundancy is modest, and the future abstractions should go down more easily with the knowledge that they serve an honest purpose.通知 发表于 2025-3-29 07:28:45
,Itô’s Formula,d in its tracks if we could not find an appropriate analog to the traditional fundamental theorem of calculus. One of the great charms of Itô integration is that the required analog comes with an unexpected twist — and several probabilistic interpretations.Anguish 发表于 2025-3-29 14:25:59
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Brownian Motion,as well as several branches of social science. As a creation of pure mathematics, it is an entity of uncommon beauty. It reflects a perfection that seems closer to a law of nature than to a human invention.轻弹 发表于 2025-3-29 22:19:10
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,Itô’s Formula,can be done comfortably by direct appeal to the definition. The situation with the Itô integral is parallel, and the Itô calculus would be stopped dead in its tracks if we could not find an appropriate analog to the traditional fundamental theorem of calculus. One of the great charms of Itô integrat