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School of Engineering
- Undergraduate major in Mechanical Engineering
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- 工学院，物質理工学院，環境・社会理工学院共通科目
- Liberal arts and basic science courses
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- School of Science
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School of Environment and Society
- Department of Architecture and Building Engineering
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- Graduate major in Technology and Innovation Management
- Common courses
- Liberal arts and basic science courses
- Academic unit or major
- Graduate major in Mathematics
- Instructor(s)
- Ninomiya Syoiti
- Class Format
- Lecture
- Media-enhanced courses
- Day/Period(Room No.)
- Tue5-6(H119A)
- Group
- -
- Course number
- MTH.C508
- Credits
- 1
- Academic year
- 2017
- Offered quarter
- 4Q
- Syllabus updated
- 2017/3/17
- Lecture notes updated
- 2019/1/29
- Language used
- Japanese
- Access Index
-
Lecture
Lecture 1 Stochastic Integral/Ito formula
2017.12.5(Tue.) 5-6Session
Lecture
Lecture 2 Representation theorem
2017.12.12(Tue.) 5-6Session
Lecture
Lecture 3 Stochastic Differential Equation/Solution
2017.12.19(Tue.) 5-6Session
Lecture
Lecture 4 Properties of solutions to stochastic differential equations/Storong markov property
2017.12.26(Tue.) 5-6Session
Lecture
Lecture 5 Stochastic Differential Equation(2)/Exponential martingale/Girsanov's theorem
2018.1.9(Tue.) 5-6Session
Lecture
Lecture 6 Feynmann-Kac formula/Heat Equation
2018.1.16(Tue.) 5-6Session
Lecture
Lecture 7 Application to mathematical finance(1)
2018.1.23(Tue.) 5-6Session
Lecture
Lecture 8 Application to mathematical finance(2)
2018.1.30(Tue.) 5-6Session
Lecture
Lecture 9 Applications to Mathematical Finance
2018.2.6(Tue.) 5-6Session
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