Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Wienerův proces"'
Autor:
Klimešová, Marie
V předložené práci je definována stochastická diferenciální rovnice a jsou uvedeny její základní vlastnosti. Stochastické diferenciální rovnice se používají k popisu fyzikálních jevů, které jsou ovlivněny i náhodnými vlivy. Ř
Externí odkaz:
http://www.nusl.cz/ntk/nusl-409091
Autor:
Sýkora, Adam
This thesis is focused on proving the Love-Young inequality and clarifying the manner in which it relates to a fractional Brownian motion. To begin with, several estimates alongside the concept of p-variation of a func- tion are presented. The connec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::37faeb1488aa60901bcf44045e3091a3
http://www.nusl.cz/ntk/nusl-493030
http://www.nusl.cz/ntk/nusl-493030
Autor:
Týbl, Ondřej
The object of this thesis is a theory of stochastic integration, i.e., an inte- gration of a stochastic process with respect to a stochastic process. First, the Ito integral with respect to processes with finite quadratic variation is presented. This
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::ff98a7579c4a169d067cfdb0c2f8f03a
http://www.nusl.cz/ntk/nusl-357778
http://www.nusl.cz/ntk/nusl-357778
Autor:
Hrochová, Magdalena
Wiener process-a random process with continuous time-plays an important role in mathematics, physics or economy. It is often good to know whether it contains any deterministic part, e.g. drift or scale. However, it is nearly impossible either observe
Externí odkaz:
http://www.nusl.cz/ntk/nusl-352781
Autor:
Hrochová, Magdalena
Wiener process-a random process with continuous time-plays an important role in mathematics, physics or economy. It is often good to know whether it contains any deterministic part, e.g. drift or scale. However, it is nearly impossible either observe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::81a32b29b2b98cf8ccfe9de61b4d37a1
http://www.nusl.cz/ntk/nusl-352781
http://www.nusl.cz/ntk/nusl-352781
Autor:
Svoboda, Miroslav
The work is devoted to the properties of the continuous random processes with a compact index set that are having finite quadratic variation. In the thesis we define the stochastic Riemannn integral and then follow a development of a theory leading t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::e0e7539c571911e87fd5c01c9074137c
http://www.nusl.cz/ntk/nusl-345123
http://www.nusl.cz/ntk/nusl-345123
Autor:
Suchánek, Ondřej
The purpose of this work is to state the Donsker's invariance principle which is about the relation of a random walk and the Wiener process and to make its detailed proof. Then we will deal with the usage of the Donsker's invariance prin- ciple when
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::4dd99b7283371793d53da26dcf622f9a
http://www.nusl.cz/ntk/nusl-331001
http://www.nusl.cz/ntk/nusl-331001
Autor:
Belyaeva, Evgeniya
In this thesis we research and introduce several properties of paths of a Wiener process. At first we present a way to prove existence of a Wiener process and then we discuss its basic properties. The second chapter is devoted to analytical propertie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2186::d08103a900c719d1e3d742c96abe2945
http://www.nusl.cz/ntk/nusl-325315
http://www.nusl.cz/ntk/nusl-325315