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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/203162
Lleis infinitament divisibles i processos de Lévy
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[en] We study infinitely divisible distributions, which are the distributions of random variables which can be decomposed into $n$ other i.i.d. variables for all $n \in \mathbb{N}$, as well as the particular case of stable laws, and we give their representation by the Lévy-Khintchine theorem. We also study Lévy processes, the stochastically continuous stochastic processes with independent and stationary increments, which have a one-to-one correspondence with infinitely divisible distributions, and give their decomposition into continuous part and jump part known as the Lévy-Itô decomposition.
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Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2023, Director: Josep Vives i Santa Eulàlia
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PIQUER I MÉNDEZ, Marc. Lleis infinitament divisibles i processos de Lévy. [consulted: 10 of June of 2026]. Available at: https://hdl.handle.net/2445/203162