Stochastic Processes and SomeApplications

Osman, Salah Eldeen Ali Hassan Omer; Supervisor, Emad Eldeen Abdallah Abdelrahim

dc.contributor.author	Osman, Salah Eldeen Ali Hassan Omer
dc.contributor.author	Supervisor, Emad Eldeen Abdallah Abdelrahim
dc.date.accessioned	2016-12-13T11:19:01Z
dc.date.available	2016-12-13T11:19:01Z
dc.date.issued	2016-09-10
dc.identifier.citation	Osman, Salah Eldeen Ali Hassan Omer . Stochastic Processes and SomeApplications / Salah Eldeen Ali Hassan Omer Osman ; Emad Eldeen Abdallah Abdelrahim .- Khartoum: Sudan University of Science and Technology, college of Science, 2016 .- 158p. :ill. ;28cm .-M.Sc.	en_US
dc.identifier.uri	http://repository.sustech.edu/handle/123456789/14916
dc.description	Thesis	en_US
dc.description.abstract	In this research we study Brownian motion and we discuss continuity and Holder continuity of Brownian paths, and local martingales. We present some simple integrands and processes and L^2 properties, and we applied Brownian motion on Ito’s integrals and formulas, and we also discuss some applications to Brownian motion and martingales. Then we discuss relation between Brownian motion and differential equations.	en_US
dc.description.sponsorship	Sudan University of Science and Technology	en_US
dc.language.iso	en	en_US
dc.publisher	Sudan University of Science and Technology	en_US
dc.subject	Mathematics	en_US
dc.subject	Stochastic Processes	en_US
dc.title	Stochastic Processes and SomeApplications	en_US
dc.title.alternative	العمليات العشوائية وبعض التطبيقات	en_US
dc.type	Thesis	en_US