Stochastic calculus of variation for a class of diffusion processes 关于一类扩散过程的随机变分计算
The author uses black - scholes , cox , ross , rubinstein , trapezoidal fuzzy numbers , probability and stochastic calculus etc . real option provides a new thought - way and probability of venture capital value appraisal 其中运用到了black ? scholes期权定价模型, cox 、 ross和rubinstein二项式模型,模糊数学中梯形模糊数字集合、概率论以及随机微分过程等方法。
百科解释
Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes.