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非古典的確率変数についての研究

琉 佳勳 立命館大学 DOI:info:doi/10.34382/00013438

2020.07.29

概要

We study three “non-classical” random variables in this thesis. First one is
a distributional Itˆo’s formula, second one is a categorical conditional expectation, last one is about fractional Brownian motion.
The term “non-classical” means that for first one, classical Itˆo’s formula
is for “real” functions, but our Itˆo’s formula is for didtributions. For second
one, “non-classical” means to consider conditional expectation as a functor.
For last one, it is just making some contrast between Brownian motion and
fractional Brownian motion. ...

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