{"id":40515,"date":"1999-01-01T00:00:00","date_gmt":"1999-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/desarrollos-truncados-de-ito-taylor-y-aplicaicones\/"},"modified":"1999-01-01T00:00:00","modified_gmt":"1999-01-01T00:00:00","slug":"desarrollos-truncados-de-ito-taylor-y-aplicaicones","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/matematicas\/desarrollos-truncados-de-ito-taylor-y-aplicaicones\/","title":{"rendered":"Desarrollos truncados de ito-taylor y aplicaicones."},"content":{"rendered":"<h2>Tesis doctoral de <strong> \u00e1ngel Andr\u00e9s Tocino Garc\u00eda <\/strong><\/h2>\n<p>Cuando (x sub t) es la soluci\u00f3n de una ecuaci\u00f3n diferencial estoc\u00e1stica se han obtenido, a partir de los desarrollos de ito-taylor, desarrollos truncados de primer y segundo orden que aproximan f(t,x sub t) por una serie de potencias de t-t sub 0 y de x sub t-x sub t0.  los desarrollos truncados anteriores se aplican para obtener esquemas de resoluci\u00f3n aproximada de ecuaciones diferenciales estoc\u00e1sticas que generalizan los m\u00e9todos de runge-kutta del caso ordinario. Se han obtenido as\u00ed esquemas de \u00f3rdenes 2 y 3 d\u00e9bil.  tambi\u00e9n se aplican los desarrollos truncados a la inferencia estoc\u00e1stica en el caso en el que los coeficientes de la ecuaci\u00f3n son desconocidos (el de difusi\u00f3n adem\u00e1s constante) y la soluci\u00f3n es observable en un intervalo de tiempo. Se aborda finalmente el caso en el que el coeficiente de deriva es una funci\u00f3n conocida que depende de un par\u00e1metro desconocido, que debe ser estimado..<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Desarrollos truncados de ito-taylor y aplicaicones.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Desarrollos truncados de ito-taylor y aplicaicones. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 \u00e1ngel Andr\u00e9s Tocino Garc\u00eda <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Salamanca<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1999<\/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>Ram\u00f3n Ardanuy Albajar<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: pilar Ibarrola mu\u00f1oz <\/li>\n<li>Javier Villarroel rodriguez (vocal)<\/li>\n<li>Manuel Molina fern\u00e1ndez (vocal)<\/li>\n<li>quintin Martin martin (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de \u00e1ngel Andr\u00e9s Tocino Garc\u00eda Cuando (x sub t) es la soluci\u00f3n de una ecuaci\u00f3n diferencial estoc\u00e1stica se [&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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