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Master's Dissertation
DOI
https://doi.org/10.11606/D.45.2012.tde-17052012-181529
Document
Author
Full name
Rogério de Assis Medeiros
E-mail
Institute/School/College
Knowledge Area
Date of Defense
Published
São Paulo, 2012
Supervisor
Committee
Faria, Edson de (President)
Alfonso, Nestor Felipe Caticha
Simonis, Adilson
Title in Portuguese
Aplicações do cálculo estocástico à análise complexa
Keywords in Portuguese
Análise Complexa
Fórmula de Itô
Integral Estocástica
Movimento Browniano
Teorema de Lévy
Abstract in Portuguese
Nesta dissertação desenvolvemos o Cálculo Estocástico para provar teoremas clássicos de Análise Complexa, em particular, o pequeno teorema de Picard.
Title in English
Applications of Stochastic Calculus to Complex Analysis
Keywords in English
Brownian Motion
Complex Analysis
Ito's Formula
Lévy's Theorem
Stochastic Integral
Abstract in English
In this dissertation we develop the Stochastic Calculus for to prove classical theorems in Complex Analysis, in particular, the little Picard's theorem.
 
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dissertacaofinal.pdf (507.39 Kbytes)
Publishing Date
2012-05-22
 
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