제목 : On the Martingale Representation Theorems
연사 : 이기섭
연사 소속 : Univ. of Louisville
초청자 : 강완모
일시 : 2009/3/4 16:00~18:00
장소 : 산업경영학동(E2), 1224호
Recently in last a decade, martingale representation got new attention because of its financial application. We study properties of L2 martingale spaces- orthogonality, stable subspaces, predictable representation property. We also study some applications and examples
