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imported>Pythagoras0 잔글 (찾아 바꾸기 – “* Princeton companion to mathematics(Companion_to_Mathematics.pdf)” 문자열을 “” 문자열로) |
imported>Pythagoras0 |
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| 8번째 줄: | 8번째 줄: | ||
| + | * http://mathematica.stackexchange.com/questions/30558/solving-a-stochastic-differential-equation?rq=1 | ||
| + | * http://mathematica.stackexchange.com/questions/83645/martingale-pricing-simulation-random-walk-stock-price | ||
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| 14번째 줄: | 17번째 줄: | ||
* Loewner equantion | * Loewner equantion | ||
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==related items== | ==related items== | ||
| − | + | * [[Stochastic PDE]] | |
* [[Brownian motion]] | * [[Brownian motion]] | ||
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[[분류:math and physics]] | [[분류:math and physics]] | ||
2016년 5월 19일 (목) 23:09 판
introduction
- start with Brownian motion
- http://www.mathematica-journal.com/issue/v9i4/contents/StochasticIntegrals/StochasticIntegrals_1.html
- http://www-stat.wharton.upenn.edu/~steele/Publications/PDF/AoMtSC.pdf
- http://mathematica.stackexchange.com/questions/30558/solving-a-stochastic-differential-equation?rq=1
- http://mathematica.stackexchange.com/questions/83645/martingale-pricing-simulation-random-walk-stock-price
example
- Loewner equantion