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Table Of Contents

1.1. Spaţiu de selecţie
1.2. Noţiunea de σ-algebră
1.3. Noţiunea de măsură
1.4. Noţiunea de probabilitate
1.5. Valoarea medie a unei variabile aleatoare
1.6. Integrabilitate uniformă
1.7. Independenţă
1.8. Probabilităţi echivalente
1.10. Tipuri de convergenţă
1. 11. Proces stochastic
1.12. Medie condiţionată
1.13. Martingale
1.15. Proces Markov
2.2. Mers aleatoriu
2.3. Proprietăţi ale mişcării browniene
2.4. Traiectoriile unei mişcări browniene
2.5. Proprietatea de martingal
2.6. Timp de lovire
2.7. Mişcarea browniană multidimensională
2.8. Integrala Weiner
2.9. Mişcarea browniană geometrică
3.2. Ecuaţii diferenţiale stochastice
4.1. Regula de schimbare a probabilităţii
Exerciţii
Dicţionar de termeni financiari
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Procese Stochastice

Procese Stochastice

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Published by Alexandru Stroescu

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Published by: Alexandru Stroescu on May 31, 2011
Copyright:Attribution Non-commercial

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07/11/2013

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