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Problem optimalnega ustavljanja Brownovega mostu : magistrsko deloAvsenik, Ana MarijaType of material - master's thesis ; adult, seriousPublication and manufacture - Ljubljana : [A. M. Avsenik], 2024Language - slovenianCOBISS.SI-ID - 200147971
Author
Avsenik, Ana Marija
Other authors
Bernik, Janez, 1967-
Topics
Brownov most |
Brownovo gibanje |
Itova formula |
martingal |
lokalni martingal |
navadna diferencialna enačba |
optimalen čas ustavljanja |
Brownian bridge |
Brownian motion |
Itoʼs lemma |
martingal |
local martingal |
ordinary differential equation |
optimal stopping time
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Library/institution |
City | Acronym | For loan | Other holdings |
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FMF and IMFM, Mathematical Library, Ljubljana | Ljubljana | MAKLJ |
reading room 1 cop.
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JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
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DRS, in which the journal is indexed
Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Avsenik, Ana Marija | ![]() |
Bernik, Janez, 1967- | 12040 |
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