Quantcast
Channel: 國立中央大學 National Central University- RSS訂閱
Viewing all articles
Browse latest Browse all 7082

Malliavin Calculus: Derivative Operator

$
0
0
摘要:
We consider random variables defined on the Wiener space. We consider smooth
random variables such that we can define their derivatives. Then we defined the
derivative of a L2 random variable by extension. This will be a closed unbounded
operator define on L2 space. We plan to meet on every Friday for several weeks to
learn the basic idea from the following book.姜祖恕、須上苑、許順吉will share for the
reading and thepresentation.

Viewing all articles
Browse latest Browse all 7082

Trending Articles