# name
Càlcul estocàstic per a semimartingales i temps locals

# metadata.dc.description[].value
Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2017, Director: Marta Sanz

# metadata.dc.description.abstract[].value
[en]  We start by defining the stochastic integral with respect continuous semimartingales. We then derive Itô’s formula and we show two important applications of this formula: Lévy’s characterization of Brownian motion and the Burkholder-Davis-Gundy inequalities. We extend Itô’s formula for convex functions by using local
times. Finally, we apply the theory of local times to the case of Brownian motion: we proof the classical Trotter theorem and we identify the law of the Brownian local time at level 0.

# metadata.dc.rights[].value
cc-by-nc-nd (c) Vı́ctor de la Torre i Estévez, 2017

# metadata.dc.source[].value
Treballs Finals de Grau (TFG) - Matemàtiques

# metadata.dc.title[].value
Càlcul estocàstic per a semimartingales i temps locals