Publication: Genişletilmiş Stokastik İntegral Süreçleri İçin Lokal Zaman
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Teorik ve Uygulamalı Mekanik Türk Milli Komitesi
Theoretical and Applied Mechanical Turkish National Committee
Theoretical and Applied Mechanical Turkish National Committee
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Abstract
Bu çalışmada sonlu boyutlu Gauss sürecinin Skorohod integrali ile elde sürecin lokal zamanının hangi yeterli koşullar altında mevcut olduğu problemi ele alınmıştır. Elde edilen yeterli koşullar için örnekler verilmiştir
In this study, under what suficient conditions the existence problem of local time wliicll is obtained from Skorolłod integral of filiite (limensional Gaussian process are investigated. Examples for suficient conditions which is obtained, are given.
In this study, under what suficient conditions the existence problem of local time wliicll is obtained from Skorolłod integral of filiite (limensional Gaussian process are investigated. Examples for suficient conditions which is obtained, are given.
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16. Ulusal Mekanik Kongresi
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ISSN
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9789756315033
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