| fullrecord |
[{"key": "dc.contributor.advisor", "value": "Geiss, Stefan", "language": "", "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.advisor", "value": "Geiss, Christel", "language": "", "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Eirola, Timo", "language": null, "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2017-12-21T20:19:47Z", "language": "", "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2017-12-21T20:19:47Z", "language": "", "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2017", "language": null, "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.other", "value": "oai:jykdok.linneanet.fi:1809817", "language": null, "element": "identifier", "qualifier": "other", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/56532", "language": "", "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "T\u00e4ss\u00e4 tutkielmassa analysoimme takaperoisia stokastisia differentiaaliyht\u00e4l\u00f6it\u00e4. Aloitamme esittelem\u00e4ll\u00e4 stokastiset prosessit, Brownin liikkeen, stokastiset integraalit ja It\u00f4n kaavan. T\u00e4m\u00e4n j\u00e4lkeen siirrymme tarkastelemaan stokastisia differentiaaliyht\u00e4l\u00f6it\u00e4 ja lopulta takaperoisia stokastisia differentiaaliyht\u00e4l\u00f6it\u00e4. T\u00e4m\u00e4n tutkielman p\u00e4\u00e4aiheena on takaperoiset stokastiset differentiaaliyht\u00e4l\u00f6t kvadraattisilla oletuksilla. N\u00e4ill\u00e4 oletuksilla todistamme olemassaoloteoreeman ja tietyt s\u00e4\u00e4nn\u00f6llisyysehdot takaperoisen stokastisen differentiaaliyht\u00e4l\u00f6n ratkaisulle.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.abstract", "value": "In this thesis, we analyze backward stochastic differential equations. We begin by introducing stochastic processes, Brownian motion, stochastic integrals, and It\u00f4's formula. After that, we move on to consider stochastic differential equations and finally backward stochastic differential equations. The main topic of this thesis are backward stochastic differential equations under quadratic assumptions. Under these assumptions we prove an existence theorem and certain regularity conditions for the solution of the backward stochastic differential equation.", "language": "en", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted using Plone Publishing form by Timo Eirola (tieieiro) on 2017-12-21 20:19:47.483391. Form: Pro gradu -lomake (https://kirjasto.jyu.fi/julkaisut/julkaisulomakkeet/pro-gradu-lomake). JyX data: [jyx_publishing-allowed (fi) =True]", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by jyx lomake-julkaisija (jyx-julkaisija.group@korppi.jyu.fi) on 2017-12-21T20:19:47Z\r\nNo. of bitstreams: 2\r\nURN:NBN:fi:jyu-201712214867.pdf: 526532 bytes, checksum: a659435e5f4c9cf6423a1430b98366ee (MD5)\r\nlicense.html: 4805 bytes, checksum: cd4c4bd98b9a7c8f41d09379462d4adc (MD5)", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2017-12-21T20:19:47Z (GMT). No. of bitstreams: 2\r\nURN:NBN:fi:jyu-201712214867.pdf: 526532 bytes, checksum: a659435e5f4c9cf6423a1430b98366ee (MD5)\r\nlicense.html: 4805 bytes, checksum: cd4c4bd98b9a7c8f41d09379462d4adc (MD5)\r\n Previous issue date: 2017", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "1 verkkoaineisto (53 sivua)", "language": null, "element": "format", "qualifier": "extent", "schema": "dc"}, {"key": "dc.language.iso", "value": "eng", "language": null, "element": "language", "qualifier": "iso", "schema": "dc"}, {"key": "dc.rights", "value": "In Copyright", "language": "en", "element": "rights", "qualifier": null, "schema": "dc"}, {"key": "dc.subject.other", "value": "Backward Stochastic Differential Equations", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "Stochastics", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.title", "value": "Quadratic backward stochastic differential equations", "language": null, "element": "title", "qualifier": null, "schema": "dc"}, {"key": "dc.type", "value": "master thesis", "language": null, "element": "type", "qualifier": null, "schema": "dc"}, {"key": "dc.identifier.urn", "value": "URN:NBN:fi:jyu-201712214867", "language": null, "element": "identifier", "qualifier": "urn", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Pro gradu", "language": "fi", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Master's thesis", "language": "en", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Matemaattis-luonnontieteellinen tiedekunta", "language": "fi", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Faculty of Sciences", "language": "en", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Matematiikan ja tilastotieteen laitos", "language": "fi", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Department of Mathematics and Statistics", "language": "en", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "University of Jyv\u00e4skyl\u00e4", "language": "en", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "Jyv\u00e4skyl\u00e4n yliopisto", "language": "fi", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Matematiikka", "language": "fi", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Mathematics", "language": "en", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.date.updated", "value": "2017-12-21T20:19:48Z", "language": "", "element": "date", "qualifier": "updated", "schema": "dc"}, {"key": "yvv.contractresearch.funding", "value": "0", "language": "", "element": "contractresearch", "qualifier": "funding", "schema": "yvv"}, {"key": "dc.type.coar", "value": "http://purl.org/coar/resource_type/c_bdcc", "language": null, "element": "type", "qualifier": "coar", "schema": "dc"}, {"key": "dc.rights.accesslevel", "value": "openAccess", "language": "fi", "element": "rights", "qualifier": "accesslevel", "schema": "dc"}, {"key": "dc.type.publication", "value": "masterThesis", "language": null, "element": "type", "qualifier": "publication", "schema": "dc"}, {"key": "dc.subject.oppiainekoodi", "value": "4041", "language": null, "element": "subject", "qualifier": "oppiainekoodi", "schema": "dc"}, {"key": "dc.rights.url", "value": "https://rightsstatements.org/page/InC/1.0/", "language": null, "element": "rights", "qualifier": "url", "schema": "dc"}]
|