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Časi ustavljanja : delo diplomskega seminarja
ID
Verhovec, Žiga
(
Author
),
ID
Drnovšek, Roman
(
Mentor
)
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MD5: 82CA03256B431124C63939D90816482B
PID:
20.500.12556/rul/37525d5d-7134-453a-8418-dce0306512b5
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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
UDC:
519.2
COBISS.SI-ID:
15852889
Publication date in RUL:
16.10.2017
Views:
1693
Downloads:
271
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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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