Stochastic Differential Equations with Gaussian Noise
| Thesis title in Czech: | Stochastické diferenciální rovnice s Gaussovským šumem |
|---|---|
| Thesis title in English: | Stochastic Differential Equations with Gaussian Noise |
| Key words: | Stochasická hyperbolická rovnice, Ornstein-Uhlenbeckův proces, invariantní míra, odhady parametrů, silná konzistence, asymptotická normalita. |
| English key words: | Stochastic hyperbolic equation, Ornstein-Uhlenbeck process, invariant measure, parameter estimation, strong consistency, asymptotic normality. |
| Academic year of topic announcement: | 2018/2019 |
| Thesis type: | rigorosum thesis |
| Thesis language: | angličtina |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | prof. RNDr. Bohdan Maslowski, DrSc. |
| Author: | hidden - assigned and confirmed by the Study Dept. |
| Date of registration: | 16.10.2018 |
| Date of assignment: | 16.10.2018 |
| Confirmed by Study dept. on: | 16.10.2018 |
| Date and time of defence: | 31.10.2018 00:00 |
| Date of electronic submission: | 18.10.2018 |
| Date of submission of printed version: | 16.10.2018 |
| Date of proceeded defence: | 31.10.2018 |