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廣義布朗泛函之條件期望值 = Conditional Expectati...

國立高雄大學應用數學系碩士班

廣義布朗泛函之條件期望值 = Conditional Expectation of Generalized Brownian Functionals

Record Type:	Language materials, printed : monographic
Paralel Title:	Conditional Expectation of Generalized Brownian Functionals
Author:	歐濟華,
Secondary Intellectual Responsibility:	國立高雄大學
Place of Publication:	[高雄市]
Published:	撰者;
Year of Publication:	2013[民102]
Description:	42面圖，表格 : 30公分;
Subject:	布朗運動
Subject:	Brownian motion
Online resource:	http://handle.ncl.edu.tw/11296/ndltd/06854750436489350302
Notes:	參考書目：面33
Notes:	102年10月31日公開
Summary:	根據重複對數法則,布朗運動具有漸近之上界包絡線.根據上述之事實,本論文定義一個函數空間,此函數空間的函數具有如下性質:函數除以sqrt(1+t^2)將會趨近於0,當趨近無限大.藉由此函數空間,建構標準的可數希爾伯特空間之方法將被提出.最後,在本論文中,我們將針對可積分的布朗泛函推導一些重要結果,相應地,也將定義廣義布朗泛函之條件期望值. y the law of the iterated logarithm, Brownian motion has the asymptotic upper envelope almost surely. Based on the fact, the paper provides the space of the continuous functions which vanish at infinity by dividing sqrt(1+t^2). By the space of functions, a method to construct a standard countably Hilbert space is presented. Finally, in the paper, we propose some results to integrable Brownian functionals and, accordingly, give a definition of conditional expectations of generalized Brownian functionals.

廣義布朗泛函之條件期望值 = Conditional Expectation of Generalized Brownian Functionals
歐, 濟華

廣義布朗泛函之條件期望值 = Conditional Expectation of Generalized Brownian Functionals / 歐濟華撰 - [高雄市] : 撰者, 2013[民102]. - 42面 ; 圖，表格 ; 30公分.
參考書目：面33102年10月31日公開.
布朗運動Brownian motion

廣義布朗泛函之條件期望值 = Conditional Expectation of Generalized Brownian Functionals
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