delo diplomskega seminarja
Žiga Verhovec (Author), Roman Drnovšek (Mentor)

Abstract

Časi ustavljanja

Keywords

časi ustavljanja;slučajni procesi;Doobov izrek o opcijskem ustavljanju;transformacija martingalov;markovske verige;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [Ž. Verhovec]
UDC: 519.2
COBISS: 15852889 Link will open in a new window
Views: 842
Downloads: 223
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary title: Stopping times
Secondary keywords: stopping times;stochastic processes;Doob optional stopping theorem;martingale transform;Markov chains;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 30 str.
ID: 10910981
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