2013年度

Math-Fi seminar on 9 Jan.

2014.01.07 Tue up
  • Date : 9 Jan. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30 – 18:00
  • Speaker: Tomonori Nakatsu (Ritsumeikan University)
  • Title: Integration by parts formula for discrete and continuous time maximum of a one-dimensional SDE
  • Abstract: In this talk, we will discuss integration by parts formula for discrete and continuous time maximum of a one-dimensional SDE. An application will be also given in the talk. 

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