La Integral, una Visión de su Evolución a Través del Tiempo IV. Análisis Armónico, Procesos Estocásticos. Integrales Estocásticas

Autores

DOI:

https://doi.org/10.17268/sel.mat.2024.01.09

Palavras-chave:

BMO, Movimiento Browniano, Juego aleatorio, martingala, integral estocástica

Resumo

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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Publicado

2024-07-29

Como Citar

Ortiz Fernández, A. . (2024). La Integral, una Visión de su Evolución a Través del Tiempo IV. Análisis Armónico, Procesos Estocásticos. Integrales Estocásticas. Selecciones Matemáticas, 11(01), 117 - 152. https://doi.org/10.17268/sel.mat.2024.01.09

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