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홈 > 학술정보 >학술행사 > 세미나
2017 KAIST Math. Colloquium

Title
Functional Approach to Stochastic Integrals
Speaker
지운식   (충북대학교 )
Date
2017-09-07 16:15:00
Host
KAIST
Place
Room 1501, Building E6-1
Abstract
For a motivation of stochastic integrals, we start with stochastic (random) versions of deterministic systems and then we discuss the Ito integral as a non-anticipating (adapted) stochastic integral.Based on the quantum decomposition of Brownian motion, we study the Skorohod integral and Stratonovich integral as anticipating (non-adapted) stochastic integrals. Note that the Skorohod integral is the adjoint action of the Malliavin derivative.
개인정보보호정책 l 이메일주소집단수집금지 l 뷰어다운로드
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