La Integral, una Visión de su Evolución a Través del Tiempo IV. Análisis Armónico, Procesos Estocásticos. Integrales Estocásticas
DOI:
https://doi.org/10.17268/sel.mat.2024.01.09Palavras-chave:
BMO, Movimiento Browniano, Juego aleatorio, martingala, integral estocásticaResumo
El objetivo de este artículo es dar un panorama de la relación entre el análisis armónico y los procesos estocásticos, relación que ha motivado muchas investigaciones y aplicaciones a problemas concretos. Daremos énfasis, también, a la integración estocástica.
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