Essays about: "måtteori"
Found 3 essays containing the word måtteori.
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1. The Banach-Tarski Paradox : How I Learned to Stop Worrying and Love the Axiom of Choice
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : This thesis presents the strong and weak forms of the Banach-Tarski paradox based on the Hausdorff paradox. It provides modernized proofs of the paradoxes and necessary properties of equidecomposable and paradoxical sets. READ MORE
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2. Pricing in the Heston Model and Its Rough Variation
University essay from KTH/Matematik (Avd.)Abstract : This thesis presents the theoretical material needed to price European call options in the classical and rough version of the Heston model, as well as how to do this in practice from a computational perspective. The theoretical material includes an introduction to measure theory, which is then used to build the foundations of probability theory and stochastic calculus, together with more novel topics such as fractional calculus and a short exposition of the fractional Brownian motion. READ MORE
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3. The Riesz-Thorin Interpolation Theorem
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : In this essay we present some elementary measure theory and some theory of Lp-spaces with the goal of proving the Riesz-Thorin interpolation theorem. ... READ MORE