Processos de Lévy

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dc.contributor.advisorVives i Santa Eulàlia, Josep, 1963-
dc.contributor.authorZamora Font, Oriol
dc.date.accessioned2020-04-21T10:35:56Z
dc.date.available2020-04-21T10:35:56Z
dc.date.issued2019-06-20
dc.descriptionTreballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2019, Director: Josep Vives i Santa Eulàliaca
dc.description.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.ca
dc.format.extent80 p.
dc.format.mimetypeapplication/pdf
dc.identifier.urihttps://hdl.handle.net/2445/156379
dc.language.isocatca
dc.rightscc-by-nc-nd (c) Oriol Zamora Font, 2019
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessca
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/*
dc.sourceTreballs Finals de Grau (TFG) - Matemàtiques
dc.subject.classificationProcessos de Lévyca
dc.subject.classificationTreballs de fi de grau
dc.subject.classificationProcessos estocàsticsca
dc.subject.classificationVariables aleatòriesca
dc.subject.classificationMoviment browniàca
dc.subject.otherLévy processesen
dc.subject.otherBachelor's theses
dc.subject.otherStochastic processesen
dc.subject.otherRandom variablesen
dc.subject.otherBrownian movementsen
dc.titleProcessos de Lévyca
dc.typeinfo:eu-repo/semantics/bachelorThesisca

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