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Author: | Kiiski, Matti |
Title: | Optional and predictable projection of a normal integrand |
Normaali-integrandin optionaalinen ja ennustettava projektio | |
Publication type: | Master's thesis |
Publication year: | 2014 |
Pages: | iv + 40 Language: eng |
Department/School: | Matematiikan ja systeemianalyysin laitos |
Main subject: | Matematiikka (Mat-1) |
Supervisor: | Leskelä, Lasse |
Instructor: | Perkkiö, Ari-Pekka |
Electronic version URL: | http://urn.fi/URN:NBN:fi:aalto-201412163236 |
OEVS: | Electronic archive copy is available via Aalto Thesis Database.
Instructions Reading digital theses in the closed network of the Aalto University Harald Herlin Learning CentreIn the closed network of Learning Centre you can read digital and digitized theses not available in the open network. The Learning Centre contact details and opening hours: https://learningcentre.aalto.fi/en/harald-herlin-learning-centre/ You can read theses on the Learning Centre customer computers, which are available on all floors.
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Location: | P1 Ark Aalto 2439 | Archive |
Keywords: | predictable projection optional projectio integrand normal integrand optionaalinen projektio ennustettava projektio normaali-integrandi |
Abstract (eng): | This thesis discusses on the optional and predictable projection of a measurable integrand. We generalize the existence and uniqueness result from discrete time to continuous time and give sufficient conditions for the preservation of normality. |
Abstract (fin): | Työssä yleistetään mitallisen integrandin optionaalisen ja ennustettavan projektion olemassaolo- ja yksikäsitteisyystulos diskreetistä ajasta jatkuvaan aikaan sekä annetaan riittävät ehdot integrandin normaaliuden säilymiselle. |
ED: | 2014-12-21 |
INSSI record number: 50244
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