Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/166399
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dc.contributor.advisorMárquez, David (Márquez Carreras)-
dc.contributor.authorSuñé Margineda, Joel-
dc.date.accessioned2020-06-22T07:50:05Z-
dc.date.available2020-06-22T07:50:05Z-
dc.date.issued2020-01-19-
dc.identifier.urihttp://hdl.handle.net/2445/166399-
dc.descriptionTreballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2020, Director: David Márquez Carrerasca
dc.description.abstract[en] The aim of this project is to study the Brownian motion highlighting its importance in relation to other more general stochastic processes. In the first place, the movement is rigorously defined and its existence is proven through a construction of the process (the Lévy-Ciesielski construction). And secondly, the properties of its sample-paths, as well as its characteristics as a martingale and a Markov process, are analyzed in detail.ca
dc.format.extent48 p.-
dc.format.mimetypeapplication/pdf-
dc.language.isocatca
dc.rightscc-by-nc-nd (c) Joel Suñé Margineda, 2020-
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/*
dc.sourceTreballs Finals de Grau (TFG) - Matemàtiques-
dc.subject.classificationMoviment browniàca
dc.subject.classificationTreballs de fi de grau-
dc.subject.classificationProcessos gaussiansca
dc.subject.classificationMartingales (Matemàtica)ca
dc.subject.otherBrownian movementsen
dc.subject.otherBachelor's theses-
dc.subject.otherGaussian processesen
dc.subject.otherMartingales (Mathematics)en
dc.titleMoviment brownià : construcció de Lévy-Ciesielski i propietatsca
dc.typeinfo:eu-repo/semantics/bachelorThesisca
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessca
Appears in Collections:Treballs Finals de Grau (TFG) - Matemàtiques

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