随机过程 总结

参开资料:
http://www.zhihu.com/question/23527615

随机过程一般理论
– 概率论、随机过程的测度论基础:probability space、convergence theory、limit theory、martingale theory
– Markov process
– stochastic integral
– stochastic differential equations
– semimartingale theory

数学金融:
– stochastic integrals
– stochastic differential equations (SDE)
– semimartingale
   – Ito process
   – Levy process: 解决ruin问题
– Brownian motion

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