Stochastic Processes and SomeApplications

Please use this identifier to cite or link to this item: https://repository.sustech.edu/handle/123456789/14916

Title:	Stochastic Processes and SomeApplications
Other Titles:	العمليات العشوائية وبعض التطبيقات
Authors:	Osman, Salah Eldeen Ali Hassan Omer Supervisor, Emad Eldeen Abdallah Abdelrahim
Keywords:	Mathematics Stochastic Processes
Issue Date:	10-Sep-2016
Publisher:	Sudan University of Science and Technology
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.
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.
Description:	Thesis
URI:	http://repository.sustech.edu/handle/123456789/14916
Appears in Collections:	Masters Dissertations : Science

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Stochastic Processes and ....pdf	Titel	36.97 kB	Adobe PDF	View/Open
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Research.pdf	Research	965.38 kB	Adobe PDF	View/Open

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