Title    name
2017 KAIST Math. Colloquium
  Speaker 지운식
  Date 2017-09-07
  Place KAIST
  File  의 1 번째 Real Media 동영상입니다.   
Abstract : For a motivation of stochastic integrals, we start with stochastic (random) versions of deterministic systems and then we discuss the Ito integral as a non-anticipating (adapted) stochastic integral.
Based on the quantum decomposition of Brownian motion, we study the Skorohod integral and Stratonovich integral as anticipating (non-adapted) stochastic integrals.
Note that the Skorohod integral is the adjoint action of the Malliavin derivative.