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http://hdl.handle.net/2445/120952
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DC Field | Value | Language |
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dc.contributor.advisor | Sanz-Solé, Marta | - |
dc.contributor.author | Cantero Guardeño, Juan Carlos | - |
dc.date.accessioned | 2018-03-21T11:03:26Z | - |
dc.date.available | 2018-03-21T11:03:26Z | - |
dc.date.issued | 2016-09-10 | - |
dc.identifier.uri | http://hdl.handle.net/2445/120952 | - |
dc.description | Treballs finals del Màster en Matemàtica Avançada, Facultat de matemàtiques, Universitat de Barcelona, Any: 2016, Director: Marta Sanz | ca |
dc.description.abstract | [en] This master thesis gives an extensive introduction to the Rough Path Analysis theory presented by Terry Lyons in the late 90’s, which provides a pathwise approach to stochastic calculus. The most important result of this mathematical theory states the continuity of the Itô map with respect to a general control if we move to a new framework where the notion of path is substituted by these more involved objects: the rough paths, and the metric also becomes more complex. | ca |
dc.format.extent | 71 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | ca |
dc.rights | cc-by-nc-nd (c) Juan Carlos Cantero Guardeño, 2016 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | - |
dc.source | Màster Oficial - Matemàtica Avançada | - |
dc.subject.classification | Anàlisi estocàstica | cat |
dc.subject.classification | Moviment brownià | cat |
dc.subject.classification | Treballs de fi de màster | cat |
dc.subject.classification | Teoremes de límit (Teoria de probabilitats) | ca |
dc.subject.other | Analyse stochastique | eng |
dc.subject.other | Brownian movements | eng |
dc.subject.other | Master's theses | eng |
dc.subject.other | Limit theorems (Probability theory) | en |
dc.title | Rough path analysis: an introduction | ca |
dc.type | info:eu-repo/semantics/masterThesis | ca |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
Appears in Collections: | Màster Oficial - Matemàtica Avançada |
Files in This Item:
File | Description | Size | Format | |
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memoria.pdf | Memòria | 544.08 kB | Adobe PDF | View/Open |
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