由买买提看人间百态

boards

本页内容为未名空间相应帖子的节选和存档,一周内的贴子最多显示50字,超过一周显示500字 访问原贴
Quant版 - functional analysis是stochastic integration的基础吗
相关主题
[合集] 新手问题(stochastic calculus)问一道stochastic
phone interview help【Stochastic Integral】一个简单问题?
弱问两个问题 (stochastic calculus)【Stochastic Integral】 \int_0^T W_tdt
请教两个作业题(Stochastic Calculus)【Stochastic Calculus】
[合集] 向大家请教2个基本的题目(stochastic calculus)一个stochastic的小问题
请教一个stochastic integral的问题来问个JP Morgan的面试题
A stochastic process question关于函数的逼近问题 (转载)
how to differentiate this integral?题:constant volatility vs stochastic volatility
相关话题的讨论汇总
话题: analysis话题: functional话题: stochastic话题: 基础
进入Quant版参与讨论
1 (共1页)
d****2
发帖数: 109
1
下学期的REAL ANALYSIS B在考虑要不要上?
d****2
发帖数: 109
2
自己顶一个,有达人说说吗:)
e***x
发帖数: 13
3
real analysis B 和 functional analysis 有什么关系?
如果你只关心ito积分,没必要去学functional analysis

【在 d****2 的大作中提到】
: 下学期的REAL ANALYSIS B在考虑要不要上?
K*****Y
发帖数: 629
4
Functional analysis (more appropriately, measure theory) is very important
if you really want to understand probability theory in a deep level. Of
course, depending on what you are doing, you can go without it. as well.
d****2
发帖数: 109
5
our real analysis A have already covered mearure theroy, and next course
real analysis B will cover function analysis,appropriate spaces for
solutions of PDEs. So I am wondering is this math background necessary in
Quant's job?
1 (共1页)
进入Quant版参与讨论
相关主题
题:constant volatility vs stochastic volatility[合集] 向大家请教2个基本的题目(stochastic calculus)
Functional Analysis book?请教一个stochastic integral的问题
发包子求paperA stochastic process question
stochastic PhD 找金融工作的可能性how to differentiate this integral?
[合集] 新手问题(stochastic calculus)问一道stochastic
phone interview help【Stochastic Integral】一个简单问题?
弱问两个问题 (stochastic calculus)【Stochastic Integral】 \int_0^T W_tdt
请教两个作业题(Stochastic Calculus)【Stochastic Calculus】
相关话题的讨论汇总
话题: analysis话题: functional话题: stochastic话题: 基础