'Lebesgue' presentation slideshows

euler calculus & data

euler calculus & data. robert ghrist university of pennsylvania depts. of mathematics & electrical/systems engineering. machine learning summer school : june 2009. motivation. tools. euler calculus. ? = ? (-1) k # { k-cells }. ? = ? (-1) k rank H k. k. k.

551 views • 37 slides

Chapter 4

492 views • 34 slides

4.4 Ito-Doeblin Formula(part2)

4.4 Ito-Doeblin Formula(part2). ???????. The integral with respect to an Ito process Ito-Doeblin formula for an Ito process Example ? Generalized geometric Brownian motion ? Vasicek interest rate model ? Cox-Ingersoll-Ross(CIR) interest rate model.

1.1k views • 23 slides

1.6 Change of Measure

1.6 Change of Measure. Introduction. We used a positive random variable Z to change probability measures on a space ?. is risk-neutral probability measure P( ? ) is the actual probability measure

534 views • 15 slides