Martingale representation theorem for diffusion in infinite dimensional spaces and applications
2023
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Advisor: Prof. Ali Süleyman Üstünel
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
Dr. Uğur Aydın
Institution
How to Cite
Uğur Aydın (Yüksek Lisans Tezi). Martingale representation theorem for diffusion in infinite dimensional spaces and applications, 2023, Bilkent University.
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