b***k
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yuyy (yyy) 于 (Wed May 6 20:54:15 2009) 提到:
By Ito's lemma,how to prove:
d(XY)=XdY + YdX + dXdY
what about d(f(X,Y))? where X=g(t,B), Y=h(t,B).
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gatsby (gatsby) 于 (Wed May 6 21:38:23 2009) 提到:
check multivariate ito's formula. it's basically just taylor series
expansion. there's almost nothing to prove!
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minquan (三民主义) 于 (Thu May 7 09:30:46 2009) 提到:
It's because |
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