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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/24649


    Title: 隨機微積分基礎
    Other Titles: Principles of Stochastic Calculus
    Authors: 賴曜賢
    Contributors: 淡江大學保險學系
    Date: 2007-07
    Issue Date: 2009-11-30 18:30:53 (UTC+8)
    Publisher: 臺北市:宏典文化出版股份有限公司
    Abstract: 本書適用對象係那些須要隨機微積分技巧但又不具專業數學背景者,讀者只要具備有基本機率與微積分概念,且依序按部就班地研讀,便可以很容易地明瞭隨機微積分的觀念及其技巧。本書以實用為導向,故文中凡會使用到但與討論議題沒有直接關聯,或者過於艱澀、嚴格的定理,其證明內容將盡量不觸及,或最多以說明取代之,以避免增加讀者負擔。另一方面,凡有助於隨機微積分機制的背景或原理的了解,在盡可能範圍內詳述其內容,期待因此使讀者更容易掌握隨機微積分的精義。
    Relation: 初版
    Appears in Collections:[保險學系暨研究所] 專書

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