GERAK BROWN

GERAK BROWN

<b>Abstrack</b><p align=\"justify\">Brownian motion processes is one of stochastic processes which it\'s application is often meet in many fields. This paper present Brownian motion processes and it\'s variation and using of Optional Stopping Theorem to compute...

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Bibliographic Details
Main Author: Firdaniza
Format: Theses
Language:Indonesia
Subjects:
Matematika
Online Access:https://digilib.itb.ac.id/gdl/view/4676
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Institution: Institut Teknologi Bandung
Language: Indonesia
id id-itb.:4676
spelling id-itb.:46762006-03-07T10:48:09ZGERAK BROWN Firdaniza Matematika Indonesia Theses INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/4676 <b>Abstrack</b><p align=\"justify\">Brownian motion processes is one of stochastic processes which it\'s application is often meet in many fields. This paper present Brownian motion processes and it\'s variation and using of Optional Stopping Theorem to compute an expectation and probability distribution of Martingale\'s Brownian motion. text
institution Institut Teknologi Bandung
building Institut Teknologi Bandung Library
continent Asia
country Indonesia
Indonesia
content_provider Institut Teknologi Bandung
collection Digital ITB
language Indonesia
topic Matematika
spellingShingle Matematika
Firdaniza
GERAK BROWN
description <b>Abstrack</b><p align=\"justify\">Brownian motion processes is one of stochastic processes which it\'s application is often meet in many fields. This paper present Brownian motion processes and it\'s variation and using of Optional Stopping Theorem to compute an expectation and probability distribution of Martingale\'s Brownian motion.
format Theses
author Firdaniza
author_facet Firdaniza
author_sort Firdaniza
title GERAK BROWN
title_short GERAK BROWN
title_full GERAK BROWN
title_fullStr GERAK BROWN
title_full_unstemmed GERAK BROWN
title_sort gerak brown
url https://digilib.itb.ac.id/gdl/view/4676
_version_ 1820663463275397120

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