{"id":47064,"date":"2020-02-19T06:14:54","date_gmt":"2020-02-19T06:14:54","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/sobre-la-existencia-de-soluciones-debiles-de-ecuaciones-diferenciales-estocasticas\/"},"modified":"2020-02-19T06:14:54","modified_gmt":"2020-02-19T06:14:54","slug":"sobre-la-existencia-de-soluciones-debiles-de-ecuaciones-diferenciales-estocasticas","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/matematicas\/sobre-la-existencia-de-soluciones-debiles-de-ecuaciones-diferenciales-estocasticas\/","title":{"rendered":"Sobre la existencia de soluciones debiles de ecuaciones diferenciales estocasticas."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Carmen Leon Vela <\/strong><\/h2>\n<p>Se da una definicion de solucion debil de ecuaciones diferenciales estocasticas: dxt=a(t xt)dmt+b(t xt)dvt donde mt es una martingala continua de cuadrado integrable y vt una funcion de variacion acotada  ambos con valores en rn. Se prueba que la existencia de soluciones debiles de estas ecuaciones es consecuencia de la resolucion de un problema martingala mas general que el planteado por stroock-varadhan y meyer. De este problema damos cuatro formulaciones: formulacion: 1) exponencial  2) integral  3) en ecuaciones diferenciales estocasticas  4) mediante operadores en derivadas parciales  planteados en condiciones mas generales que las necesarias para el teorema de existencia  estudiamos propiedades de cada formulacion y damos condiciones en las que las cuatro son equivalentes. En ellas y partiendo de un proceso creciente que verifica las condiciones de skorokhod para la existencia de una martingala de cuadrado integrable y bajo las hipotesis de ser los coeficientes a y b continuos y acotados (no verificando condicion de lipschitz) se prueba el teorema de existencia de soluciones debiles de estas ecuaciones.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Sobre la existencia de soluciones debiles de ecuaciones diferenciales estocasticas.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Sobre la existencia de soluciones debiles de ecuaciones diferenciales estocasticas. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Carmen Leon Vela <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Sevilla<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1980<\/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> De Castro Brzezicki Antonio<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal:  De Castro Brzezicki Antonio <\/li>\n<li>Dario Maravall Casanoves (vocal)<\/li>\n<li>Rafael Infante Mac\u00edas (vocal)<\/li>\n<li>Antonio Valle Sanchez (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Carmen Leon Vela Se da una definicion de solucion debil de ecuaciones diferenciales estocasticas: dxt=a(t xt)dmt+b(t xt)dvt [&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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