| dc.contributor |
Sanz-Solé, Marta |
|
| dc.creator |
Cantero Guardeño, Juan Carlos |
|
| dc.date |
2018-03-21T11:03:26Z |
|
| dc.date |
2018-03-21T11:03:26Z |
|
| dc.date |
2016-09-10 |
|
| dc.date.accessioned |
2024-12-16T10:26:20Z |
|
| dc.date.available |
2024-12-16T10:26:20Z |
|
| dc.identifier |
http://hdl.handle.net/2445/120952 |
|
| dc.identifier.uri |
http://fima-docencia.ub.edu:8080/xmlui/handle/123456789/20914 |
|
| dc.description |
Treballs finals del Màster en Matemàtica Avançada, Facultat de matemàtiques, Universitat de Barcelona, Any: 2016, Director: Marta Sanz |
|
| dc.description |
[en] This master thesis gives an extensive introduction to the Rough Path Analysis theory presented by Terry Lyons in the late 90’s, which provides a pathwise approach to stochastic calculus. The most important result of this mathematical theory states the continuity of the Itô map with respect to a general control if we move to a new framework where the notion of path is substituted by these more involved objects: the rough paths, and the metric also becomes more complex. |
|
| dc.format |
71 p. |
|
| dc.format |
application/pdf |
|
| dc.language |
eng |
|
| dc.rights |
cc-by-nc-nd (c) Juan Carlos Cantero Guardeño, 2016 |
|
| dc.rights |
http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
|
| dc.rights |
info:eu-repo/semantics/openAccess |
|
| dc.source |
Màster Oficial - Matemàtica Avançada |
|
| dc.subject |
Anàlisi estocàstica |
|
| dc.subject |
Moviment brownià |
|
| dc.subject |
Treballs de fi de màster |
|
| dc.subject |
Teoremes de límit (Teoria de probabilitats) |
|
| dc.subject |
Analyse stochastique |
|
| dc.subject |
Brownian movements |
|
| dc.subject |
Master's theses |
|
| dc.subject |
Limit theorems (Probability theory) |
|
| dc.title |
Rough path analysis: an introduction |
|
| dc.type |
info:eu-repo/semantics/masterThesis |
|