Lévyho procesy

• Thesis title in Czech: Lévyho procesy
• Thesis title in English: Lévy processes
• Academic year of topic announcement: 2007/2008
• Thesis type: Bachelor's thesis
• Thesis language: čeština
• Department: Department of Probability and Mathematical Statistics (32-KPMS)
• Supervisor: RNDr. Jakub Staněk, Ph.D.
• Author: hidden - assigned and confirmed by the Study Dept.
• Date of registration: 24.10.2007
• Date of assignment: 24.10.2007
• Date and time of defence: 25.06.2008 00:00
• Date of electronic submission: 25.06.2008
• Date of proceeded defence: 25.06.2008
• Opponents: prof. RNDr. Viktor Beneš, DrSc.

Guidelines

Autor práce by se měl seznámit se základními vlastnostmi Lévyho
procesů a na konkrétních příkladech uvést jejich aplikaci.

References

Sato K.-I.: Lévy Processes and Infinitely Divisible
Distributions. Cambridge University Press, 1999