http://duymo.wordpress.com Giản dị như gió, nhẹ nhàng như mây... Sat, 28 Jun 2008 15:08:28 +0000 http://wordpress.com/ vi hourly 1 http://www.gravatar.com/blavatar/c53aa13fbcda478d9fad0eb50d273138?s=96&d=http://s.wordpress.com/i/buttonw-com.png http://duymo.wordpress.com http://duymo.wordpress.com/2008/02/05/manifold-destiny/ http://duymo.wordpress.com/2008/02/05/manifold-destiny/#comments Tue, 05 Feb 2008 16:08:53 +0000 duymo http://duymo.wordpress.com/?p=87 ]]> http://duymo.wordpress.com/2008/02/05/manifold-destiny/feed/ 0 duymo http://duymo.wordpress.com/2007/12/18/tao-lao-v%e1%bb%81-%e2%80%9cstochastic-calculus%e2%80%9d-ph%e1%ba%a7n-2-tinh-toan-ito/ http://duymo.wordpress.com/2007/12/18/tao-lao-v%e1%bb%81-%e2%80%9cstochastic-calculus%e2%80%9d-ph%e1%ba%a7n-2-tinh-toan-ito/#comments Tue, 18 Dec 2007 16:43:27 +0000 duymo http://duymo.wordpress.com/2007/12/18/tao-lao-v%e1%bb%81-%e2%80%9cstochastic-calculus%e2%80%9d-ph%e1%ba%a7n-2-tinh-toan-ito/ ]]> http://duymo.wordpress.com/2007/12/18/tao-lao-v%e1%bb%81-%e2%80%9cstochastic-calculus%e2%80%9d-ph%e1%ba%a7n-2-tinh-toan-ito/feed/ 11 duymo X_t \dot{X}_t=\frac{dX_t}{dt} X_t=X_0+\int_{0}^{t}\dot{X}_s ds dX_t=\dot{X} _tdt F\in C^2(\mathbb{R}) F \triangle F(X_t)=F(X_{t+\triangle t}) -F(X_t)=F'(X_t')\triangle X_t+\frac{1}{2}F''(X_{\tilde{t}})(\triangle X_t)^2 \triangle X_t=X_{t+\triangle t}-X_t \tilde{t} t t+\triangle t X_t \dot{X}_t t\rightarrow 0 \triangle X_t dX_t=\dot{X}_t \triangle X_t (dt)^2 (dt) dF(X_t)=F'(X_t)dX_t F(X_t)=F(X_0) + \int_{0}^{t}F'(X_s)dX_s X_t X_t X_t X_t \triangle X_t\rightarrow \dot{X}_tdt (\triangle X_t)^2\nrightarrow 0 dF(x_t)=F'(X_t) dX_t+\frac{1}{2}F''(X_t)(dX_t)^2 F(X_t)=F(X_0)+\int_{0}^{t}F'(X_s)dX_s+\frac{1}{2}\int_{0}^{t}F''(X_s)(dX_s)^2 (dX_t)^2 \tau_n {}[0,t] \tau_n=\{0=t_0<t_1 <...<t_n=t\} X \langle X \rangle_t \displaystyle \langle X \rangle_t=\lim_{n\rightarrow 0}\sum_{t_i\in\tau_n}|X_{t_{i+1}}-X_{t_i}|^2 \langle X\rangle_t t \mu \mu{}[0,t]=\langle X\rangle_t f f X http://duymo.wordpress.com/2007/12/14/tao-lao-v%e1%bb%81-stochastic-calculus-ph%e1%ba%a7n-1-c%c6%a1-b%e1%ba%a3n/ http://duymo.wordpress.com/2007/12/14/tao-lao-v%e1%bb%81-stochastic-calculus-ph%e1%ba%a7n-1-c%c6%a1-b%e1%ba%a3n/#comments Fri, 14 Dec 2007 16:40:55 +0000 duymo http://duymo.wordpress.com/2007/12/14/tao-lao-v%e1%bb%81-stochastic-calculus-ph%e1%ba%a7n-1-c%c6%a1-b%e1%ba%a3n/ ]]> http://duymo.wordpress.com/2007/12/14/tao-lao-v%e1%bb%81-stochastic-calculus-ph%e1%ba%a7n-1-c%c6%a1-b%e1%ba%a3n/feed/ 2 duymo D (\Omega,\mathcal{F},P) \mathcal{F} \sigma \Omega http://duymo.wordpress.com/2007/11/29/nullstellenatz-ph%e1%ba%a7n-3-gi%e1%ba%a3i-quy%e1%ba%bft-v%e1%ba%a5n-d%e1%bb%81/ http://duymo.wordpress.com/2007/11/29/nullstellenatz-ph%e1%ba%a7n-3-gi%e1%ba%a3i-quy%e1%ba%bft-v%e1%ba%a5n-d%e1%bb%81/#comments Thu, 29 Nov 2007 16:04:27 +0000 duymo http://duymo.wordpress.com/2007/11/29/nullstellenatz-ph%e1%ba%a7n-3-gi%e1%ba%a3i-quy%e1%ba%bft-v%e1%ba%a5n-d%e1%bb%81/ ]]> http://duymo.wordpress.com/2007/11/29/nullstellenatz-ph%e1%ba%a7n-3-gi%e1%ba%a3i-quy%e1%ba%bft-v%e1%ba%a5n-d%e1%bb%81/feed/ 1 duymo http://duymo.wordpress.com/2007/11/29/nullstellenatzph%e1%ba%a7n-2/ http://duymo.wordpress.com/2007/11/29/nullstellenatzph%e1%ba%a7n-2/#comments Thu, 29 Nov 2007 12:36:16 +0000 duymo http://duymo.wordpress.com/2007/11/29/nullstellenatzph%e1%ba%a7n-2/ ]]> http://duymo.wordpress.com/2007/11/29/nullstellenatzph%e1%ba%a7n-2/feed/ 0 duymo