Stochastic Integrals
| Thesis title in Czech: | Stochastické integrály |
|---|---|
| Thesis title in English: | Stochastic Integrals |
| Key words: | Stochastický integrál, Stratonovičův integrál, Itoův integrál, Skorochodův integrál, Malliavinův počet |
| English key words: | Stochastic integral, Stratonovich integral, Ito integral, Skorokhod integral, Malliavin calculus |
| Academic year of topic announcement: | 2013/2014 |
| Thesis type: | diploma thesis |
| Thesis language: | angličtina |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | prof. RNDr. Bohdan Maslowski, DrSc. |
| Author: | Mgr. Filip Lacina - assigned and confirmed by the Study Dept. |
| Date of registration: | 20.11.2013 |
| Date of assignment: | 20.11.2013 |
| Confirmed by Study dept. on: | 09.05.2016 |
| Date and time of defence: | 09.06.2016 00:00 |
| Date of electronic submission: | 13.05.2016 |
| Date of submission of printed version: | 13.05.2016 |
| Date of proceeded defence: | 09.06.2016 |
| Opponents: | Mgr. Petr Dostál, Ph.D. |