Seminário de Sistemas Dinâmicos

14 de Maio 2009, 14h30

Constructions of Brownian motion II
Complexo Interdisciplinar, Sala B3-01

Diogo Pinheiro (ISEG - Universidade Técnica de Lisboa)

Abstract:

I will continue discussing the subject of previous seminar presenting the third construction of Brownian Motion, based on the book "Brownian Motion and Stochastic Calculus" by Karatzas and Shreve.

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