{"id":44155,"date":"2018-09-14T07:54:53","date_gmt":"2018-09-14T07:54:53","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/calcul-diferencial-estocastic-per-a-processos-amb-parametre-n-dimensional\/"},"modified":"2018-09-14T07:54:53","modified_gmt":"2018-09-14T07:54:53","slug":"calcul-diferencial-estocastic-per-a-processos-amb-parametre-n-dimensional","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/matematicas\/calcul-diferencial-estocastic-per-a-processos-amb-parametre-n-dimensional\/","title":{"rendered":"Calcul diferencial estocastic per a processos amb parametre n-dimensional."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Marta Sanz Sole <\/strong><\/h2>\n<p>En este trabajo desarrollamos un calculo diferencial estocastico respecto de la funcion aleatoria de wiener (w sub z) sub z pertenece a r elevado a n sub + obteniendo como resultados fundamentales una extension a r elevado a 2 sub + de la formula de diferenciacion de ito y de la formula del cambio de variable de kunita y watanabe. Para establecer estos resultados nos ha sido necesario hacer un estudio de los diferentes tipos de martingala que podemos considerar y que generalizan el concepto de proceso a incrementos independientes asi como introducir y estudiar las propiedades de diversas integrales estocasticas. Finalmente los resultados obtenidos se aplican al estudio y caracterizacion de funciones aleatorias gausianas que cumplen una propiedad de markov en terminos de soluciones a ecuaciones en derivadas parciales estocasticas.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Calcul diferencial estocastic per a processos amb parametre n-dimensional.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Calcul diferencial estocastic per a processos amb parametre n-dimensional. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Marta Sanz Sole <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Barcelona<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1978<\/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:  Sales Valles  Francisco De A <\/li>\n<li> Cascante Davila  Joaquin M. (vocal)<\/li>\n<li>Rafael Aguilo Fuster (vocal)<\/li>\n<li>Joan Llu\u00eds Cerd\u00ed\u00a0 Mart\u00edn (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Marta Sanz Sole En este trabajo desarrollamos un calculo diferencial estocastico respecto de la funcion aleatoria de [&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 center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[951,126,1475,1478],"tags":[108804,1480,14917,1481,108805,108803],"class_list":["post-44155","post","type-post","status-publish","format-standard","hentry","category-barcelona","category-matematicas","category-probabilidad","category-procesos-estocasticos","tag-cascante-davila-joaquin-m","tag-david-nualart-rodon","tag-joan-lluis-cerdi-martin","tag-marta-sanz-sole","tag-rafael-aguilo-fuster","tag-sales-valles-francisco-de-a"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/44155","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/comments?post=44155"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/44155\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=44155"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=44155"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=44155"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}