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| 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 |
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