Calcul stochastique commutatif et non-commutatif : théorie et application

Calcul stochastique commutatif et non-commutatif : théorie et application

Mon travail de thèse est composé de deux parties bien distinctes, la première partie est consacrée à l’analysestochastique en temps discret des marches aléatoires obtuses quant à la deuxième partie, elle est liée aux probabili-tés libres. Dans la première partie, on donne une construction des intégr...

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Bibliographic Details
Main Author:	Hamdi, Tarek
Other Authors:	Besançon
Language:	en
Published:	2013
Subjects:	Marche aléatoire obtuse Martingale normale Intégrale stochastique Temps discret Calcul chaotique Mouvement Bownien unitaire libre Processus de Jacobi libre Mesure spectrale Théorème des résidues de Cauchy Obtuse random walks Normal martingale Stochastic integrals Discrete time Chaotic calculus Free unitary Brownian motion Free Jacobi process Spectral measure Cauchy’s Residue Theorem 510
Online Access:	http://www.theses.fr/2013BESA2015/document

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