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https://repository.sustech.edu/handle/123456789/14916Full metadata record
| DC Field | Value | Language |
|---|---|---|
| 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 |
| Appears in Collections: | Masters Dissertations : Science | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Stochastic Processes and ....pdf | Titel | 36.97 kB | Adobe PDF | View/Open |
| Abstract.pdf | Abstrct | 126.48 kB | Adobe PDF | View/Open |
| Research.pdf | Research | 965.38 kB | Adobe PDF | View/Open |
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