{"id":84154,"date":"2000-10-04T00:00:00","date_gmt":"2000-10-04T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/generalizaciones-de-la-formula-de-ito-y-estimaciones-para-martingalas\/"},"modified":"2000-10-04T00:00:00","modified_gmt":"2000-10-04T00:00:00","slug":"generalizaciones-de-la-formula-de-ito-y-estimaciones-para-martingalas","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/matematicas\/generalizaciones-de-la-formula-de-ito-y-estimaciones-para-martingalas\/","title":{"rendered":"Generalizaciones de la formula de ito y estimaciones para martingalas"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Silvia Moret Go\u00f1i <\/strong><\/h2>\n<p>Esta memoria de tesis consta de dos partes independientes. En la primera parte se obtienen generalizaciones de la formula de it\u00ed\u00b4,tambien conocida como f\u00f3rmula del cambio de variable, para martingalas brownianas regulares no degeneradas. En un primer capitulo se trata el caso unidimensional y en un segundo capitulo se trata el caso unidimensional y en un segundo capitulo se generaliza el resultado a una dimensi\u00f3n cualquiera d&gt;1. En ambos casos se utilizan las tecnicas del calculo de malliavin para demostrar los resultados.  en la segunda parte de la memoria se obtiene una desigualdad exponencial para martingalas biparam\u00e9tricas. Este tipo de desigualdades se utilizan para obtener principios de grandes desviaciones para ecuaciones diferenciales estoc\u00e1sticas conducidas por un proceso de wiener biparam\u00e9trico.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Generalizaciones de la formula de ito y estimaciones para martingalas<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Generalizaciones de la formula de ito y estimaciones para martingalas <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Silvia Moret Go\u00f1i <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Barcelona<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 10\/04\/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>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>francesco Russo (vocal)<\/li>\n<li>arturo Kohatsu-higa (vocal)<\/li>\n<li>aureli Alabert romero (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Silvia Moret Go\u00f1i Esta memoria de tesis consta de dos partes independientes. En la primera parte 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 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":[951,1477,126,1475,1476],"tags":[99118,33526,1480,177931,1481,177930],"class_list":["post-84154","post","type-post","status-publish","format-standard","hentry","category-barcelona","category-estadistica","category-matematicas","category-probabilidad","category-teoria-estocastica-y-analisis-de-series-temporales","tag-arturo-kohatsu-higa","tag-aureli-alabert-romero","tag-david-nualart-rodon","tag-francesco-russo","tag-marta-sanz-sole","tag-silvia-moret-goni"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/84154","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=84154"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/84154\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=84154"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=84154"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=84154"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}