随机微积分 [数] stochastic calculus ; Stochastic c Calculus
随机微积分及其控制 Stochastic calculus and control
金融学随机微积分 Stochastic Calculus in Finance
随机微积分与金融 Stochastic Calculus and Finance
随机微积分的变化 Stochastic calculus of variations
随机微积分和最优控制 Stochastic Calculus & Optimal Control
随机积分与微分方程 stochastic integral and differential equations
罗伯特·c·默顿，定量分析的先驱，将随机微积分引入金融研究。
Robert C. Merton, a pioneer of quantitative analysis, introduced stochastic calculus into the study of finance.
利用更新理论和随机过程等方法，给出了模型生存概率所满足的微积分方程关系式和破产概率的一个上界估计。
The differential and integral equation for survival probability and a upper bound of ruin probability are given by using renewal theory and stochastic process approach.
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