Martingali z diskretnim časom : diplomsko delo

(UM)

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

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Digital Library of the University of Maribor – DLUM

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Library	Call number – location, accession no. ...	Copy status
Miklošič Library FPNM, Maribor	M DIPL 51 GRANTAŠA S. Martingali IN: 920120134	available - reading room

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Year	Impact factor		Edition		Category		Classification
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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