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master's thesis
Teoremi reprezentacije martingala s diskretnim vremenom
Zagreb: University of Zagreb, Faculty of Science, 2014. urn:nbn:hr:217:735707
Vukić, Marija
University of Zagreb
Faculty of Science
Department of Mathematics

Institutional repository: Repository of the Faculty of Science

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Vukić, M. (2014). Teoremi reprezentacije martingala s diskretnim vremenom (Master's thesis). Zagreb: University of Zagreb, Faculty of Science. Retrieved from https://urn.nsk.hr/urn:nbn:hr:217:735707

Vukić, Marija. "Teoremi reprezentacije martingala s diskretnim vremenom." Master's thesis, University of Zagreb, Faculty of Science, 2014. https://urn.nsk.hr/urn:nbn:hr:217:735707

Vukić, Marija. "Teoremi reprezentacije martingala s diskretnim vremenom." Master's thesis, University of Zagreb, Faculty of Science, 2014. https://urn.nsk.hr/urn:nbn:hr:217:735707

Vukić, M. (2014). 'Teoremi reprezentacije martingala s diskretnim vremenom', Master's thesis, University of Zagreb, Faculty of Science, accessed 23 December 2024, https://urn.nsk.hr/urn:nbn:hr:217:735707

Vukić M. Teoremi reprezentacije martingala s diskretnim vremenom [Master's thesis]. Zagreb: University of Zagreb, Faculty of Science; 2014 [cited 2024 December 23] Available at: https://urn.nsk.hr/urn:nbn:hr:217:735707

M. Vukić, "Teoremi reprezentacije martingala s diskretnim vremenom", Master's thesis, University of Zagreb, Faculty of Science, Zagreb, 2014. Available at: https://urn.nsk.hr/urn:nbn:hr:217:735707

Metadata
TitleTeoremi reprezentacije martingala s diskretnim vremenom
AuthorMarija Vukić
MentorVjekoslav Kovač (mentor)
Committee memberLavoslav Čaklović (predsjednik povjerenstva)
Committee memberIgor Pažanin (član povjerenstva)
Committee memberMarko Tadić (član povjerenstva)
Committee memberSiniša Slijepčević (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Science
(Department of Mathematics)
Zagreb
Defense date and country2014-09-23, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Abstract
U ovom diplomskom radu iskazani su i dokazani teoremi reprezentacije martingala s diskretnim vremenom. Glavni rezultati su jednodimenzionalni i višedimenzionalni teorem reprezentacije te apstraktni teorem reprezentacije. Dokazane su i neke od posljedica tih teorema kao sto su: diskretna Itōva formula, prikaz varijable pomoću martingalne transformacije slučajne šetnje, Hinčinova nejednakost i konvergencija martingalne transformacije.
Abstract (english)
This thesis states and proves the discrete time martingale representation theorems. The main results are one-dimensional and multidimensional representation theorems and an abstract representation theorem. We also demonstrated some of the consequences of these theorems such as: discrete Itō’s formula, representation of variables using martingale transforms of random walks, Hinčin’s inequality and the convergence of the martingale transform.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:217:735707
Study programmeTitle: Mathematical Statistics
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra matematike (magistar/magistra matematike)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2019-02-19 16:44:50