Martingales Mathematics
Mostrando 1-4 de 4 artigos, teses e dissertações.
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1. Calculo estocastico em variedades folheadas / Stochastic calculus on foliated manifolds
We study stochastic process on foliated manifolds. First we introduce some operators, which we call foliated, and study their properties. With these objects, we define the natural processes on foliated spaces, such as foliated martingales and foliated Brownian motion. We study how they are related with the geometry of the foliation and use them to characteri
Publicado em: 2009
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2. Martingales no fibrado de bases e seções harmonicas via calculo estocastico / Martingales in frame bundles and harmonic sections through stochastic calculus
Neste trabalho estudamos os martingales no fibrado de bases e suas relações com os martingales no fibrado tangente. Caracterizamos as aplicações harmônicas a valores no fibrado de bases e as relacionamos com as aplicações harmônicas a valores no fibrado tangente. Numa segunda parte estudamos a harmonicidade das seções de um fibrado via geometria es
Publicado em: 2007
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3. Harmonic mappings and martingales in manifolds / Aplicações harmonicas e martingales em variedades
In this work we explore results of harmonic mappings, via stochastic calculus in manifolds. The text is organized as follows: In the first two chapters, we introduce concepts and results about stochastic calculus in Rn, differential geometry and Lie groups. In the third chapter we have the definitions of harmonic mappings and the Euler-Lagrange equation. Fin
Publicado em: 2005
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4. THE CRAMÉR-LUNDBERG USING MARTINGALES / O TEOREMA DE CRAMÉR-LUNDBERG VIA MARTINGAIS
In the last decades martingale theory tools have been extensively in mathematical finance. More recently, they have also been used in actuarial mathematics. In this thesis we illustrate this methodology in the proof of the classical Lundberg-Crámer theorem for the ruin problem.
Publicado em: 2005