Heri , Robertus (1995) Integral stokastik terhadap martingle - L2 dan wiener martingale. Undergraduate thesis, FMIPA UNDIP.
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Abstract
Integral terhadap proses Stokastik di ebut Integral Stokastik. Untuk spatu fungsi f e(M) yang terukur terhadap serta terdefinisi113ada suatu interval berhingga maka didefinisikan Integi,a1 Stokastik terhadap Martingale - L2. Sedangkan apabila itu elemen dan 2[0,T3 yang juga terukur terhadapit dan terdefinisi pada interval berhingga terhadap Wiener Mar maka didefinisikan Integral Stokastik tingale.
| Item Type: | Thesis (Undergraduate) |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Divisions: | Faculty of Science and Mathematics > Department of Mathematics |
| ID Code: | 31439 |
| Deposited By: | Mr UPT Perpus 1 |
| Deposited On: | 21 Nov 2011 15:20 |
| Last Modified: | 21 Nov 2011 15:20 |
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