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Martingale representation theorem for diffusion in infinite dimensional spaces and applications

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2023
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Abstract (TR)

Silindirik bir Wiener sureci ile surulen sonsuz boyutta yasayan bir stokastik diferansiyel denkleminin zayif nadirlik ozelligi saglamasi durumunda butun zayif cozumleri icin yarattigi karesi integrallenebilen rassal degiskenlerinin bulundugu uzay icindeki butun martingallerin aldigi stokastik integral gosteriminin varligini gosterecegiz.

Author

Uğur Aydın

How to Cite

Uğur Aydın (Yüksek Lisans Tezi). Martingale representation theorem for diffusion in infinite dimensional spaces and applications, 2023, İhsan Doğramacı Bilkent University.

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