diplomsko delo
Simona Grantaša (Author), Marko Jakovac (Mentor)

Abstract

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.

Keywords

matematika;martingal;submartingal;supermartingal;čas ustavljanja;konvergenčni izrek;Brownovo gibanje;diplomska dela;

Data

Language: Slovenian
Year of publishing:
Source: Maribor
Typology: 2.11 - Undergraduate Thesis
Organization: UM FNM - Faculty of Natural Sciences and Mathematics
Publisher: [S. Grantaša]
UDC: 51(043.2)
COBISS: 19606792 Link will open in a new window
Views: 1498
Downloads: 152
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Other data

Secondary language: English
Secondary title: DISCRETE-TIME MARTINGALES
Secondary abstract: The graduation thesis presents the most basic properties of martingals. Known examples of stochastic processes and their connection with martingales will be introduced. Martingales also have great importance in proving convergence theorems. This thesis is based on martingales with discrete time. The thesis is concluded with martingales with continuous time and an important process called the Brown's motion is described.
Secondary keywords: martingales;submartingales;supermartingales;stopping time;convergence theorem;Brown's motion;
URN: URN:SI:UM:
Type (COBISS): Undergraduate thesis
Thesis comment: Univ. v Mariboru, Fak. za naravoslovje in matematiko, Oddelek za matematiko in računalništvo
Pages: 47 f.
Keywords (UDC): mathematics;natural sciences;naravoslovne vede;matematika;mathematics;matematika;
ID: 999953
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