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http://archives.univ-biskra.dz/handle/123456789/11687| Title: | Processus de Lévy |
| Authors: | Labchaki, Sabah |
| Issue Date: | 20-Jun-2018 |
| Abstract: | in this memoir we have studied an example of a stochastic process which is the Lévy process. Some definitions have been given, as well as some properties. In particular, we have studied the infinitely divisible laws which allow us to furnish a characteristic decomposition, called the representation of Lévy-Khintchine. Then we gave some examples of this process which are: Brownian Motion, Poisson process and Poisson compound, and finally we gave examples of application. |
| Description: | ns ce mémoire on a étudie un exemple d’un processus stochastique qui est le processus de Lévy. On a donné quelques définitions ainsi que quelques propriétés, en particulier on a étudie les lois infiniment divisibles qui permet d'en fournir une décomposition caractéristique, appelée représentation de Lévy-Khintchine. Puis on a donné quelques exemples de ce processus qui sont : Mouvement Brownien, processus de Poisson et Poisson composée, et pour finir on a donné des exemples d’application . |
| URI: | http://archives.univ-biskra.dz/handle/123456789/11687 |
| Appears in Collections: | Faculté des Sciences Exactes et des Science de la Nature et de la vie (FSESNV) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Labchaki _Sabah.pdf | 376,22 kB | Adobe PDF | View/Open |
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