Arxiv
| Presentation Name： | Random functional analysis and its applications to mathematical finance |
|---|---|
| Presenter： | 郭铁信 教授 |
| Date🦹🏽♀️： | 2017-06-03 |
| Location： | 光华东主楼1801 |
| Abstract🌙： | Random functional analysis can be regarded as functional analysis based on random normed modules,random inner product modules and random locally convex modules.In the report,we first presents a brief introduction to random functional analysis,and then we give its applications to the theory of dynamic risk measures and dynamic optimal portfolios. |
| Annual Speech Directory： | No.113 |
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