20.500.12556/DKUM-39367 MARTINGALI Z DISKRETNIM ČASOM DISCRETE-TIME MARTINGALES V diplomskem delu so predstavljene najosnovnejše lastnosti martingalov. Predstavljeni so znani primeri stohastičnih procesov ter njihove povezave z martingali. Martingali imajo prav tako velik pomen pri dokazovanju konvergenčnih izrekov. Ta diplomska naloga temelji na martingalih z diskretnim časom. Na koncu bodo predstavljeni še martingali z zveznim časom ter opisan proces Brownovo gibanje. The graduation thesis presents the most basic properties of martingals. Known examples of stochastic processes and their connection with martingales will be introduced. Martingales also have great importance in proving convergence theorems. This thesis is based on martingales with discrete time. The thesis is concluded with martingales with continuous time and an important process called the Brown's motion is described. martingal submartingal supermartingal čas ustavljanja konvergenčni izrek Brownovo gibanje martingales submartingales supermartingales stopping time convergence theorem Brown's motion true true false [S. Grantaša] Slovenski jezik Angleški jezik Diplomsko delo 2013-01-04 11:47:23 2013-01-29 13:20:50 2022-05-12 22:53:57 2021-04-22 03:12:48 2012 0 Maribor 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 51(043.2) 19606792 URN:SI:UM:DK:1RAVZVCV UNI_Grantasa_Simona_2013.pdf UNI_Grantasa_Simona_2013.pdf 1 514E8BAF7E2B5068ABDCAF67D8EAB997 e237a8c135bf12b4e17dc97854d73b709dbc266b072d89947ad679864cc281e5 1dedaa4f-7c09-11eb-bb7a-00155d0001ca 20.500.12556/dkum/1a3072ca-7e31-4ddc-b16a-c730d9a2dacb https://dk.um.si/Dokument.php?lang=slv&id=53196 Fakulteta za naravoslovje in matematiko 0 0 0