Moviment brownià : construcció de Lévy-Ciesielski i propietats

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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.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.identifier.urihttps://hdl.handle.net/2445/166399
dc.language.isocatca
dc.rightscc-by-nc-nd (c) Joel Suñé Margineda, 2020
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.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

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