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Časi ustavljanja : delo diplomskega seminarja
ID Verhovec, Žiga (Author), ID Drnovšek, Roman (Mentor) More about this mentor... This link opens in a new window

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MD5: 82CA03256B431124C63939D90816482B
PID: 20.500.12556/rul/37525d5d-7134-453a-8418-dce0306512b5

Language:Slovenian
Keywords:časi ustavljanja, slučajni procesi, Doobov izrek o opcijskem ustavljanju, transformacija martingalov, markovske verige
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[Ž. Verhovec]
Year:2010
Number of pages:30 str.
PID:20.500.12556/RUL-96759 This link opens in a new window
UDC:519.2
COBISS.SI-ID:15852889 This link opens in a new window
Publication date in RUL:16.10.2017
Views:1900
Downloads:285
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Secondary language

Language:English
Title:Stopping times
Keywords:stopping times, stochastic processes, Doob optional stopping theorem, martingale transform, Markov chains

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