演講者：郭輝雄 教授

　　　　美國路易斯安那大學

日　期：2016年1月28日（星期四） 14:30

地　點：國立高雄大學理學院408室

講　題：Some thoughts about general stochastic integrals

摘　要：

We will describe new ideas to extend the Ito theory of stochastic integration to allow anticipating integrands. The Ito theory has two crucial properties, namely, the martingale property and the Markov property. For our extension of the Ito integral, the corresponding properties are called near-martingale and near-Markov properties.

We will use simple examples to motivate the new concepts.