{"id":38016,"date":"2018-03-09T09:37:23","date_gmt":"2018-03-09T09:37:23","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/ecuaciones-integrales-estocasticas-anticipativas\/"},"modified":"2018-03-09T09:37:23","modified_gmt":"2018-03-09T09:37:23","slug":"ecuaciones-integrales-estocasticas-anticipativas","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/matematicas\/ecuaciones-integrales-estocasticas-anticipativas\/","title":{"rendered":"Ecuaciones integrales estocasticas anticipativas."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Elisa Alos Alcalde <\/strong><\/h2>\n<p>El objetivo de esta tesis ha estado el estudio de t\u00e9cnicas de c\u00e1lculo estoc\u00e1stico anticipativo y de las aplicaciones de este c\u00e1lculo en el terreno de las ecuaciones estoc\u00e1sticas. La memoria consta de cinco cap\u00edtulos. En el primero se ofrece una peque\u00f1a introducci\u00f3n. En el segundo se estudia una nueva clase de procesos lf para la cual se desarrolla un c\u00e1lculo estoc\u00e1stico nuevo que generaliza el conocido para la clase de procesos adaptados de cuadrado integrable y para el espacio de sobolev l2,2. El cap\u00edtulo tercero est\u00e1 dedicado a extender los resultados del cap\u00edtulo 2 para procesos en espacio-tiempo. El cap\u00edtulo cuarto est\u00e1 dedicado a aplicar las ideas del cap\u00edtulo 2 al estudio de ecuaciones anticipativas de tipo volterra. Considerando solamente diferenciaci\u00f3n (en el sentido del c\u00e1lculo estoc\u00e1stico de variaciones) se obtiene un resultado de existencia y unicidad de soluci\u00f3n, as\u00ed como de continuidad de esta soluci\u00f3n. Finalmente, el \u00faltimo cap\u00edtulo est\u00e1 dedicado al estudio de edps estoc\u00e1sticas con un generador aleatorio. Aunque el problema inicial es adaptado, el estudio de este tipo de ecuaciones requiere el tratamiento de t\u00e9cnicas de c\u00e1lculo anticipativo.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Ecuaciones integrales estocasticas anticipativas.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Ecuaciones integrales estocasticas anticipativas. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Elisa Alos Alcalde <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Barcelona<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 30\/03\/1998<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>David Nualart Rodon<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Marta Sanz sole <\/li>\n<li>guissepe Da prato (vocal)<\/li>\n<li>arturo Kohatsu-higa (vocal)<\/li>\n<li>Mar\u00eda Jolis gim\u00e9nez (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Elisa Alos Alcalde El objetivo de esta tesis ha estado el estudio de t\u00e9cnicas de c\u00e1lculo estoc\u00e1stico [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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