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master's thesis
Martingali i obrnuti martingali
2017. urn:nbn:hr:126:317603
Jelić, Kristina
Josip Juraj Strossmayer University of Osijek
Department of Mathematics
Chair of Pure Mathematics and Mathematics Teaching
Probability, Mathematical Statistics and Data Science Research Group

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Jelić, K. (2017). Martingali i obrnuti martingali (Master's thesis). Osijek: Josip Juraj Strossmayer University of Osijek, Department of Mathematics. Retrieved from https://urn.nsk.hr/urn:nbn:hr:126:317603

Jelić, Kristina. "Martingali i obrnuti martingali." Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, 2017. https://urn.nsk.hr/urn:nbn:hr:126:317603

Jelić, Kristina. "Martingali i obrnuti martingali." Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, 2017. https://urn.nsk.hr/urn:nbn:hr:126:317603

Jelić, K. (2017). 'Martingali i obrnuti martingali', Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, accessed 07 December 2023, https://urn.nsk.hr/urn:nbn:hr:126:317603

Jelić K. Martingali i obrnuti martingali [Master's thesis]. Osijek: Josip Juraj Strossmayer University of Osijek, Department of Mathematics; 2017 [cited 2023 December 07] Available at: https://urn.nsk.hr/urn:nbn:hr:126:317603

K. Jelić, "Martingali i obrnuti martingali", Master's thesis, Josip Juraj Strossmayer University of Osijek, Department of Mathematics, Osijek, 2017. Available at: https://urn.nsk.hr/urn:nbn:hr:126:317603

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Metadata
TitleMartingali i obrnuti martingali
Title (english)Martingales and Reverse Martingales
AuthorKristina Jelić
MentorNenad Šuvak (mentor)
Committee memberMirta Benšić (predsjednik povjerenstva)
Committee memberNenad Šuvak (član povjerenstva)
Committee memberSlobodan Jelić (član povjerenstva)
GranterJosip Juraj Strossmayer University of Osijek
Department of Mathematics
(Chair of Pure Mathematics and Mathematics Teaching)
(Probability, Mathematical Statistics and Data Science Research Group)
Osijek
Defense date and country2017-09-19, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Probability Theory and Statistics
Abstract
U ovome radu promatramo specifičnu vrstu slučajnih procesa koje zovemo martingalima. Zbog njihove velike primjene u raznim matematičkim aspektima, navodimo primjere gdje se upravo primjenom tzv. martingalnog svojstva dolazi do bitnih rezultata u tim matematičkim područjima. Kroz cijeli rad navodimo razne definicije potrebne za iskazivanje bitnih tvrdnji o martingalima. U drugom dijelu uvodimo drugu vrstu slučajnih procesa koju ćemo zvati obrnuti martingali. Navodimo razlike u odnosu na klasične martingale te modificiramo tvrdnje koje vrijede za martingale.
Abstract (english)
In this paper, we observe a specific type of random processes that we call martingales. Due to their great application in various mathematical aspects, we list examples where we see important results which arise from martingal property. Through the whole paperwork, we list the various definitions that are needed to express the important statements about martingales. In second part, we introduce a second type of random processes that we call reverse (or backward) martingales. We mention the differences compared to the classic martingales and we modify the claims that apply to martingales.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:126:317603
Study programmeTitle: Mathematics; specializations in: Financial and Statistical Mathematics, Mathematics and Computer Science, Industrial and Applied Mathematics
Course: Financial and Statistical Mathematics
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra matematike (magistar/magistra matematike)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2017-09-21 06:39:46