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Bachelor thesis

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2020-01-19

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cc-by-nc-nd (c) Joel Suñé Margineda, 2020
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/166399

Moviment brownià : construcció de Lévy-Ciesielski i propietats

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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.

Description

Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2020, Director: David Márquez Carreras

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Moviment brownià, Treballs de fi de grau, Processos gaussians, Martingales (Matemàtica)

Subject (English)

Brownian movements, Bachelor's theses, Gaussian processes, Martingales (Mathematics)

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Treballs Finals de Grau (TFG) - Matemàtiques

Citation

SUÑÉ MARGINEDA, Joel. Moviment brownià : construcció de Lévy-Ciesielski i propietats. [consulted: 16 of June of 2026]. Available at: https://hdl.handle.net/2445/166399

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