K 2 X = 4 MWG(f), X P 2 F, υ 0 : X P 2 2,, {f λ : X λ P 1 } λ Λ NS(X λ ), (υ 0 ) λ : X λ P 2 ( 1) X 6, f λ K X + F, f ( 1), n, n 1 (cf [10]) X, f : X
Milnor 1 ( ), IX,. [KN].,. 2 : (1),. (2). 1 ; 1950, Milnor[M1, M2]. Milnor,,. ([Hil, HM, IO, St] ).,.,,, ( 2 5 )., Milnor ( 4.1)..,,., [CEGS],. Ω m, P
,. Black-Scholes u t t, x c u 0 t, x x u t t, x c u t, x x u t t, x + σ x u t, x + rx ut, x rux, t 0 x x,,.,. Step 3, 7,,, Step 6., Step 4,. Step 5,,.