Series
AY 2017

Mathematical Method IV

時間とともに変化する不確実な現象を記述し理解するには、確率過程論が重要な道具として用いられる。この講義では離散時間の確率過程に関しての講義を行う。 この講義では、数学的に厳密な議論は行わず、確率過程論(特にマルチンゲール)のアイデアを中心として直観を重視した講義を行う。特に前半では確率空間が有限集合である場合を取り扱う。測度論、積分論の知識は前提としない。

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1:30
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#1 Mathematical Method IV -1

Lecturer | Shigeo Kusuoka
1:30
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1:41
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#2 Mathematical Method IV -2

Lecturer | Shigeo Kusuoka
1:41
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1:50
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#3 Mathematical Method IV -3

Lecturer | Shigeo Kusuoka
1:50
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1:45
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#4 Mathematical Method IV -4

Lecturer | Shigeo Kusuoka
1:45
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1:45
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#5 Mathematical Method IV -5

Lecturer | Shigeo Kusuoka
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1:49
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#6 Mathematical Method IV -6

Lecturer | Shigeo Kusuoka
1:49
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1:46
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#7 Mathematical Method IV -7

Lecturer | Shigeo Kusuoka
1:46
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1:37
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#8 Mathematical Method IV -8

Lecturer | Shigeo Kusuoka
1:37
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1:41
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#9 Mathematical Method IV -9

Lecturer | Shigeo Kusuoka
1:41
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1:48
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#10 Mathematical Method IV -10

Lecturer | Shigeo Kusuoka
1:48
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1:45
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#11 Mathematical Method IV -11

Lecturer | Shigeo Kusuoka
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1:46
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#12 Mathematical Method IV -12

Lecturer | Shigeo Kusuoka
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