{"id":86034,"date":"2018-03-10T00:10:33","date_gmt":"2018-03-10T00:10:33","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/ecuaciones-diferenciales-estocasticas-con-condicion-de-frontera\/"},"modified":"2018-03-10T00:10:33","modified_gmt":"2018-03-10T00:10:33","slug":"ecuaciones-diferenciales-estocasticas-con-condicion-de-frontera","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/matematicas\/ecuaciones-diferenciales-estocasticas-con-condicion-de-frontera\/","title":{"rendered":"Ecuaciones diferenciales estocasticas con condici\u00f3n de frontera"},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Marmolejo Lasprilla Miguel \u00e1ngel <\/strong><\/h2>\n<p>En la tesis abordamos las cuestiones de existencia,unicidad, leyes y propiedades markovianas de la soluci\u00f3n de ecuaciones diferenciales estoc\u00e1sticas con concidici\u00f3n de frontera sobre el intervalo (0,1), perturbadas por un ruido de wiener y por un ruido de poisson.  en el caso del ruido de wiener, donde la integral estoc\u00e1stica es en el sentido de stranovich, el principal aporte consiste en establecer una caracterizaci\u00f3n de los coeficientes de la ecuaci\u00f3n para los cuales el proceso soluci\u00f3n es un campo de markov. Estos resultdos ya los prublicamos en la revista markov processes anda realted fields, 5 (1999).  en lo tocante al ruido de poisson, tratamos primero el caso aditivo. aqu\u00ed la integral estoc\u00e1stica es en el sentido trayectorial. Los resultados obtenidos sobre existencia, unicidad, leyes y propiedades markovianas de la soluci\u00f3n aparecer\u00e1n en la revista stochastic processes and their applications.  finalmente consideramos ecuaciones con un ruido multiplicativo de poisson, donde la integral es interpretada en el sentido trayectorialy en el sentido de skorohod. En ambos casos abordamos el problema de la existencia y unicidad de soluci\u00f3n. Para el caso trayectorial estudiamos las leyes y las propiedades markovianas de la soluci\u00f3n. Por \u00faltimo hacemos la descomposici\u00f3n en caos de la soluci\u00f3n de algunos problemas particulares. Un art\u00edculo sobre el contenido de esta parte final est\u00e1 en preparaci\u00f3n.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Ecuaciones diferenciales estocasticas con condici\u00f3n de frontera<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Ecuaciones diferenciales estocasticas con condici\u00f3n de frontera <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Marmolejo Lasprilla Miguel \u00e1ngel <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Aut\u00f3noma de barcelona<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 17\/07\/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>Aureli Alabert<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: david Nualart rodon <\/li>\n<li>marco Ferrante (vocal)<\/li>\n<li>arturo Kohatsu-higa (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 Marmolejo Lasprilla Miguel \u00e1ngel En la tesis abordamos las cuestiones de existencia,unicidad, leyes y propiedades markovianas 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 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