Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Feynman-Kacova formula"'
Autor:
Saksida, Grega
Toplotna enačba je ena najpomembnejših parcialnih diferencialnih enačb v matematiki in naravoslovju. Njene rešitve se navadno ne da izraziti v zaprti eksplicitni obliki, jo pa lahko zapišemo v integralski obliki z uporabo t. i. fundamentalne re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3505::ded5dda71adf6c3f0089437728396fe7
https://repozitorij.uni-lj.si/IzpisGradiva.php?id=139402
https://repozitorij.uni-lj.si/IzpisGradiva.php?id=139402
Autor:
Valentić, Ivana
The main goal of this thesis is to discuss periodic homogenization of a Lévy-type pseudodifferential operator. Our approach to this problem is based on probabilistic techniques. More precisely, as the main result we show that the appropriately cente
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::60cc68c4d2dc3cfb4ba57811d17e40f4
https://repozitorij.pmf.unizg.hr/islandora/object/pmf:9092
https://repozitorij.pmf.unizg.hr/islandora/object/pmf:9092
Autor:
Kovačević, Ana
U ovom radu smo konstruirali Itôv integral koji definiramo kao limes niza slučajnih varijabli. Dokazali smo analogon Newton-Leibnizove formule, tzv. Itôvu formulu. Također, dokazali smo martingalnost Itôvog integrala čime smo, uz spomenutu form
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3908::d13d2b00a768998088e9344be96aef66
https://repozitorij.pmf.unizg.hr/islandora/object/pmf:5548
https://repozitorij.pmf.unizg.hr/islandora/object/pmf:5548