#TITLE_ALTERNATIVE#
This is a literature study of strong solutions and weak solutions of a stochastic differential equation. For the purpose, we study probability theory which underlies the subject: stochastic processes, filtration, Brownian motion, Ito integral and stochastic differential equations. We also compare co...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Final Project |
| 語言: | Indonesia |
| 在線閱讀: | https://digilib.itb.ac.id/gdl/view/11182 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Institut Teknologi Bandung |
| 語言: | Indonesia |