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http://hdl.handle.net/2445/156379| Title: | Processos de Lévy |
| Author: | Zamora Font, Oriol |
| Director/Tutor: | Vives i Santa Eulàlia, Josep, 1963- |
| Keywords: | Processos de Lévy Treballs de fi de grau Processos estocàstics Variables aleatòries Moviment brownià Lévy processes Bachelor's theses Stochastic processes Random variables Brownian movements |
| Issue Date: | 20-Jun-2019 |
| Abstract: | [en] The aim of this project is to prove the two fundamental theorems of the theory of Lévy Processes: the Lévy-Khintchine Theorem and the Lévy-Itô Decomposition. We can interpret this two theorems as a description and classification of infinite divisible probability measures and Lévy processes, respectively. The importance of this type of probability measures and processes is that they appear in the modeling of random phenomena under certain reasonable hypothesis. |
| Note: | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2019, Director: Josep Vives i Santa Eulàlia |
| URI: | http://hdl.handle.net/2445/156379 |
| Appears in Collections: | Treballs Finals de Grau (TFG) - Matemàtiques |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 156379.pdf | Memòria | 770.34 kB | Adobe PDF | View/Open |
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