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Snellova ovojnica za slučajne procese v diskretnem času : delo diplomskega seminarja
ID Praper, Jana (Author), ID Bernik, Janez (Mentor) More about this mentor... This link opens in a new window

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MD5: B29129C3E791281B2C9113D4A6469332
PID: 20.500.12556/rul/a1e3372a-48a2-4406-9877-756fbd744fc1

Language:Slovenian
Keywords:matematika, verjetnost, filtracije, martingali, časi ustavljanja, Snellova ovojnica
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[J. Praper]
Year:2012
Number of pages:21 str.
PID:20.500.12556/RUL-96909 This link opens in a new window
UDC:519.2
COBISS.SI-ID:16615001 This link opens in a new window
Publication date in RUL:17.10.2017
Views:1320
Downloads:224
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Secondary language

Language:English
Title:The Snell envelope for discrete-time stochastic processes
Keywords:mathematics, probability, filtrations, martingales, stopping times, Snell envelope

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