dc.contributor.advisor | Fuglstad, Geir-Arne | |
dc.contributor.author | Furset, Simen Knutsen | |
dc.date.accessioned | 2022-02-18T18:25:11Z | |
dc.date.available | 2022-02-18T18:25:11Z | |
dc.date.issued | 2021 | |
dc.identifier | no.ntnu:inspera:79432288:35330466 | |
dc.identifier.uri | https://hdl.handle.net/11250/2980274 | |
dc.description.abstract | Jeg presenterer litt av teorien om stokastiske prosesser. Jeg presenterer et bevis for det spektrale representasjonsteoremet for stasjonære, Gaussiske prosesser og anvender det til å studere andre-ordens, lineære, stokastiske differensialligninger. | |
dc.description.abstract | I present some of the theory of stochastic processes. I present a proof of the spectral representation theorem for stationary, Gaussian processes and apply it to study second-order, linear, stochastic differential equations. | |
dc.language | eng | |
dc.publisher | NTNU | |
dc.title | Stationary Gaussian stochastic processes | |
dc.type | Bachelor thesis | |