Stohastička predvidivost filtracija i procesa po neprekidnom parametru

Doktorand: Merkle, Ana
Fakultet: Matematički fakultet
Napomena: Rok za dostavljanje primedbi na doktorsku disertaciju je istekao.
Datum postavljanja na uvid javnosti: 17-05-2023
Datum odbrane: 14-07-2023
Objavljeni radovi:
[1]  1. D. Valjarević, A. Merkle, Statistical causality and measurable separability of σ-algebras, Statistics and Probability Letters, 177(C), (2021), 2. A. Merkle, Predictability and uniqueness of weak solutions of the stochastic differential equations, Analele Stiintifice ale Universitatii Ovidius Constanta, 31(1) (2023) 207-219, 3. A. Merkle, Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales, Statistics and Probability Letters, (2023), 4. A. Merkle, Causal predictability between stochastic processes and filtrations, Stochastics: An International Journal of Probability and Stochastic Processes, (2023).