Martingale representation theorem for diffusion in infinite dimensional spaces and applications
| buir.advisor | Üstünel, Ali Süleyman | |
| dc.contributor.author | Aydın, Uğur | |
| dc.date.accessioned | 2023-04-07T10:59:02Z | |
| dc.date.available | 2023-04-07T10:59:02Z | |
| dc.date.copyright | 2023-03 | |
| dc.date.issued | 2023-03 | |
| dc.date.submitted | 2023-04-04 | |
| dc.description | Cataloged from PDF version of article. | en_US |
| dc.description | Thesis (Master's): Bilkent University, Department of Mathematics, İhsan Doğramacı Bilkent University, 2023. | en_US |
| dc.description | Includes bibliographical references (leave 63-65). | en_US |
| dc.description.abstract | We show that square integrable martingales adapted to the filtration generated by a weak solution of a stochastic differential equation driven by a cylindrical Wiener process on a separable real Hilbert space that has the weak uniqueness property has a martingale representation driven by the martingale part of the stochastic differential equation. | en_US |
| dc.description.provenance | Submitted by Betül Özen (ozen@bilkent.edu.tr) on 2023-04-07T10:59:02Z No. of bitstreams: 1 B161890.pdf: 482423 bytes, checksum: 8dd36a13c233fe2ddc50ec42819f6e50 (MD5) | en |
| dc.description.provenance | Made available in DSpace on 2023-04-07T10:59:02Z (GMT). No. of bitstreams: 1 B161890.pdf: 482423 bytes, checksum: 8dd36a13c233fe2ddc50ec42819f6e50 (MD5) Previous issue date: 2023-03 | en |
| dc.description.statementofresponsibility | by Uğur Aydın | en_US |
| dc.format.extent | vii, 65 leaves ; 30 cm | en_US |
| dc.identifier.itemid | B161930 | |
| dc.identifier.uri | http://hdl.handle.net/11693/112322 | |
| dc.language.iso | English | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject | Stochastic differential equation | en_US |
| dc.subject | Martingale representation | en_US |
| dc.subject | Malliavin calculus | en_US |
| dc.title | Martingale representation theorem for diffusion in infinite dimensional spaces and applications | en_US |
| dc.title.alternative | Difüzyon için sonsuz uzayda martingal gösterimi ve uygulamaları | en_US |
| dc.type | Thesis | en_US |
| thesis.degree.discipline | Mathematics | |
| thesis.degree.grantor | Bilkent University | |
| thesis.degree.level | Master's | |
| thesis.degree.name | MS (Master of Science) |