{"id":83998,"date":"2018-03-10T00:08:12","date_gmt":"2018-03-10T00:08:12","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/convergencia-en-la-ley-hacia-funcionales-del-proceso-de-wiener-y-una-extension-de-la-formula-de-ito\/"},"modified":"2018-03-10T00:08:12","modified_gmt":"2018-03-10T00:08:12","slug":"convergencia-en-la-ley-hacia-funcionales-del-proceso-de-wiener-y-una-extension-de-la-formula-de-ito","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/matematicas\/convergencia-en-la-ley-hacia-funcionales-del-proceso-de-wiener-y-una-extension-de-la-formula-de-ito\/","title":{"rendered":"Convergencia en la ley hacia funcionales del proceso de wiener y una extension de la formula de ito."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Xavier Bardina Simorra <\/strong><\/h2>\n<p>En el primer capitulo presentamos una extensi\u00f3n de la formula de ito para f(xt,t), donde f(x,t) es una funci\u00f3n absolutamente continua en x, con derivada localmente de cuadrado integrable que cumple una condicion debil de continuidad en t, y x es una difusi\u00f3n unidimensional tal que la ley de xt tiene una funci\u00f3n de densidad que cumple ciertas condiciones de integrabilidad. La demostraci\u00f3n se basaen la existencia de una integral backward de f\u00c2\u00bf(x.,) Con respecto a x. En otra seccion del mismo capitulo se demuestra, usando tecnicas del calculo de malliavin, que, bajo ciertas condiciones de regularidad de los coeficientes, la extension de la formula de ito puede aplicarse a las difusiones fuertemente elipticas y las elipticas.  en el capitulo segundo se presentan unos procesos construidos a partir de un proceso de poisson en el plano que convergen en ley hacia la manta browniana.  en el tercer capitulo demostramos la convergencia en ley hacia el movimento browniano complejo de unos procesos contruidos a partir de un unico proceso de poisson.  finalmente en el cuarto capitulo se consideran fuenciones de cuadrado integrable y procesos absolutamente cotinuos que convergen hacia el movimiento browniano y se estudia la convergencia en ley de las integrales multiples de la funcion respecto a los procesos. En todos los casos tratados se obtiene la integral multiple de stratonovich de la funci\u00f3n.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Convergencia en la ley hacia funcionales del proceso de wiener y una extension de la formula de ito.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Convergencia en la ley hacia funcionales del proceso de wiener y una extension de la formula de ito. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Xavier Bardina Simorra <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Aut\u00f3noma de barcelona<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 31\/03\/2000<\/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>Mar\u00eda Jolis Gim\u00e9nez<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: david Nualart rodon <\/li>\n<li> Leon vazquez Jorge  a. (vocal)<\/li>\n<li>Marta Sanz sole (vocal)<\/li>\n<li>samy Tindel (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Xavier Bardina Simorra En el primer capitulo presentamos una extensi\u00f3n de la formula de ito para f(xt,t), [&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":[126,1475,1478,12486],"tags":[1480,177686,1484,1481,177687,177685],"class_list":["post-83998","post","type-post","status-publish","format-standard","hentry","category-matematicas","category-probabilidad","category-procesos-estocasticos","category-teoremas-del-limite","tag-david-nualart-rodon","tag-leon-vazquez-jorge-a","tag-maria-jolis-gimenez","tag-marta-sanz-sole","tag-samy-tindel","tag-xavier-bardina-simorra"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/83998","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=83998"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/83998\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=83998"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=83998"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=83998"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}