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156379.pdf (770.34 KB)

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Bachelor thesis

Publication date

2019-06-20

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cc-by-nc-nd (c) Oriol Zamora Font, 2019
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/156379

Processos de Lévy

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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.

Description

Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2019, Director: Josep Vives i Santa Eulàlia

Subject

Processos de Lévy, Treballs de fi de grau, Processos estocàstics, Variables aleatòries, Moviment brownià

Subject (English)

Lévy processes, Bachelor's theses, Stochastic processes, Random variables, Brownian movements

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Treballs Finals de Grau (TFG) - Matemàtiques

Citation

ZAMORA FONT, Oriol. Processos de Lévy. [consulted: 18 of June of 2026]. Available at: https://hdl.handle.net/2445/156379

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