Martingali z diskretnim časom : diplomsko delo

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Martingali z diskretnim časom : diplomsko delo

Grantaša, Simona

V diplomskem delu so predstavljene najosnovnejše lastnosti martingalov. Predstavljeni so znani primeri stohastičnih procesov ter njihove povezave z martingali. Martingali so prav tako zelo pomembni ... pri dokazovanju konvergenčnih izrekov. To diplomsko delo temelji na martingalih z diskretnim časom. Na koncu bodo predstavljeni tudi martingali z zveznim časom in bo opisan proces Brownovo gibanje.

Type of material - undergraduate thesis ; adult, serious

Publication and manufacture - Maribor : [S. Grantaša], 2012

Language - slovenian

COBISS.SI-ID - 19606792

Link(s):
Digital Library of the University of Maribor – DLUM

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Library/institution	City	Acronym	For loan	Other holdings
Miklošič Library FPNM, Maribor	Maribor	PEFMB	reading room 1 cop.

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Year	JCR	SNIP	JCR	SNIP	JCR	SNIP	JCR	SNIP

Links to authors' personal bibliographies	Links to information on researchers in the SICRIS system
Grantaša, Simona
Jakovac, Marko	29919

Source: Personal bibliographies and: SICRIS

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